As I have to create a DNN web site for a client and I know nothing about it, I read « Professional DotNetNuke 4: Open Source Web application framework for ASP.Net 2.0 » by Shaun Walker, Joe Brinkman, Bruce Hopkins, Scott McCulloch, Scott Willhite, Chris Paterra, Patrick Santry, Dan Caron (ISBN 0-471-78816-3).

This book is about version 4 of DNN. While the sub-title is mentioning that it is for ASP.Net 2.0, you can still use this book with Visual Studio 2003 (.Net Framework 1.1). It covers everything from installation, configuration, portal administration, host administration, creation of module, and creation of skins. 

I would have like to get more depth into some area like skinning (but I just saw that a complete book is coming on this topic). Now, I have to dive into it. Let's see if the chapters on creating modules were complete enough or not!