These settings are in the web.config file. Are the permissions set correctly on the directory the DNN is installed in (including sub-direcotries). The permissions need to be as follows.
Win2000: ASPNet User - Read, List, Write, Modify, Execute.
Win2003 and above: Network Service User - Read, List, Write, Modify, Execute.
If not set, this could affect the install since the install creates new random keys for the install, so the site does not use the default keys.