I just installed the new 4.2 URL Provider on a new DNN 5.6.2 site. This module installed fine, but i cannot enable it without getting a webconfig error. It doesn't change the original webconfig file or make a backup. Not sure what to do.

What kind of error ?
Is it an error about access permissions ?

Not sure. It is the generic webconfig error. Not sure how to change the webconfig to show the exact error.

Please email the web.config to support@ and I'll return it with the module enabled.
Host access to the site would also help to find out what's wrong.

Most probable cause is the module in unable to write to web.config because of permissions.
This might happen on a restrictive shared hosting such as Godaddy.