Some people have had some issues with getting BlogEngine.NET to run on GoDaddy shared hosting. That is partly because GoDaddy runs in medium trust and doesn't allow for certain settings in the web.config files. Donn Felker wrote a very nice 'how-to' article about setting up BlogEngine.NET on GoDaddy that we recommend you to read in case you plan on using GoDaddy for your BlogEngine.NET installation.