Getting started

I bought at new domain name at UniEuro Webhosting which had a link to download WP. I downloaded, and now my website has a very nice picture, a headline saying “my blog”. But I can’t change it – or write anything. I’ve tried downloading WP 3.0.1 from the site, but nothing works. I don’t know how to proceed. I never imagined it would be this difficult to get up and running – and keeping the domain name I bought this morning. Help please – before I throw my laptop thru the window.