First let me say, "Great Job Geert"
Now on to my observations so far. Installing using Windows Authentication seems to work like a dream. Bing, bang, boom I had the site up and running.
Installing with a generic SQL user account however seems to have some issues. The user account is added to the SQL database without any problems it isn't getting db ownership rights. I've now given it ownership permissions but is throwing the following error: ERROR: Could not connect to database specified in connectionString for SqlDataProvider. But I can connect to the database with no problems through Query Analyser.
I'll keep testing and will try to see what's screwing up on my local system for sql accounts but thought I'd post whatever observations I had so far. Maybe it isn't just me.