This is really silly, but I'm stuck on the install!

Info:
OS: Windows Server 2003
SQL Server 2008 R2
SQL Server on seperate server to Web Server

I've installed and setup my website in IIS (site name 'bhl-za'), including added 'default.aspx' as a default for the site.
I've unzipped the installer to: C:\Inetpub\wwwroot\DotNetNuke.
I've setup a Database on My SQL Server called 'zaintranet'.
I've Amended the Web.Config file to look for the SQL Server and the SQL Database: ZABHBKAP015.za.bidbw.com;Database=zaintranet;uid=***;pwd=***

Now, when I try and go to the 'localhost/DotNetNuke_Community' site as per the readme file I get
'Page cannot be found'.

What have I done wrong, or missing?

Any assistance is greatly appreciated
Thanks
Michael