Okay man, you're going to have to be more specific.
Have you set up your MySQL database yet?
Have you configured the appropriate passwords?
Have you set the correct permissions on your server's folders? (this is usually done for you).
This discussion would be better over on the Wordpress support forum but let me know and I'll see what I can do for you.
Ok, I just can't install this...
I've already downloaded the zip file from Wordpress.org, I have made the changes they tell me to do, I have uploaded all the files and all I get is this error message when I try to run the intall.php:
"Your PHP installation appears to be missing the MySQL which is required for WordPress."
Anyone out there can help me?