If you are unable to quickly setup CKFinder for ASP.NET, you can use a wizard script as explained in the community forums. This script should be able to tell you exactly the steps to follow in your configuration or your server and get CKFinder working in just a matter of minutes.
The script might point you to this pages in order to get extended information about some common problems. This is a list of articles aimed to help you fix any problems while setting up your CKFinder for ASP.NET installation.