Creating Configuration File

I have been working with the Lynda.com video on WordPress 3.0 in order to establish my first WordPress site. I have everything working locally and am getting stuck on getting it to install remotely. The video instructions say to do the following:

1. Go to your site (i.e. http://www.yourdomain.com/blog/wp-admin/index.php)

2. The “There doesn’t seem to be a wp-config.php file” message displays (as expected and shown in the video).

3. Click Create Configuration File and enter database information. All is well so far.

4. The message “All right sparky! You’ve made it to this part of the installation. WordPress can now communicate with your database. If you are ready, time to now… Run the Install” appears.

5. I click the button, and am returned to the screen displayed in Step 2.

I am not sure why it doesn’t install like it should. I use godaddy for hosting and have tried running the steps listed above in IE9 and Firefox. Any idea as to why this is not following through with the install? I tried searching the help forums for similar scenarios but couldn’t find any problem similar to mine. I would greatly appreciate any input in this matter. Thank you for any help and support in advance.