For a year or so I used DNN quite a lot, especially in the development of the parkrun website.
However, I've clearly lost these skills - as I've just spent far too long just trying to get a single portal up and running... I think part of the problem has been dotnetnuke, but most of it has been my lack of familiarity with Vista and with IIS7. Plus maybe I was too ambitious - I started trying to install the RC2 of 5, then moved on to the development (source) version, ... and only eventually did I go for the simplest safest installation - the latest 4.09 install (non source) version running within the inetpub folder.
To save you time... try following these instructions to the letter - http://www.adefwebserver.com/DotNetNukeHELP/DNN4_DevelopmentEnvironment/DNNDevelopmentWindowsVista.htm
(And I also note that the same website offers some LINQ2SQL DNN module development tutorials - I may give these a try soon!)