I am having a similar issue. I'm fairly new to WordPress, but I've got a blog already set up on another domain name & I wanted to set up another but I'm having trouble. Thought this would be easy the second go around!
I'm using Dreamhost. I previously had my url (fenix-music.com) redirected to a MySpace page, but I went ahead and stopped that on Dreamhost. I then installed WordPress to that domain the same way I did with my other domain, and it worked perfectly. (I used Sridhar's video here: http://www.howtotuts.com/demos/wordpress/installing-wordpress/installing-wordpress.html)
I received my e-mail, but when I click http://www.fenix-music.com/wp-admin/install.php I get an error.
Not Found
The requested URL /wp-admin/install.php was not found on this server.
Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request.
GAAAAAH. I am ready to pull out my hair here. Oh, p.s. before installing I created a username at WordPress.com - I don't know if this screwed me up or what.
Help!
Much appreciated.
Caitlin