>I have existing sites running DotNetNuke 3.X and would like to upgrade them to the DotNetNuke 4.x code so that they are running under .NET version 2.
>
>Has anyone done this successfully? I've followed steps from the DotNetNuke website, but none work. I end up with either SQL Server errors or "module can't load" errors.

Install DNN 4.3.5,
upload all external modules which you use,if they has 4.3.X version
add skin,
make the same menu structure,
install the modules on the pages.
Transfer manually content in core DNN in pages, there no way to move it using some scripts

Open your SQL Enterprise Manager
Make backup of the DB
this is actions for external modules only
Compare DB structure of 3.2 and 4.3 modules, if it is the same
find their new ModuleID and replace in old tables.
If you had more than one installation on pages the modules are saved with diffrent ModuleID and you should find the proper one for replace
Copy table in your new DB.
Copy suplemental folders - images, files, etc.

I was able to transfer only sites done with our own modules
the job is not easy :-(

HTH