Error 404

Hi
I’ve downloaded wordpress, extracted the files, renamed config file as per instructions, created new sql database and put relevant info into config file, ftp’d to my site as a sub-directory, typed in the relevant install link and get the following error:

Error 404: File Not Found

The requested page is not found. This may happen due to the following reasons:

* Page or file is outdated, renamed, moved, or does not exist.
* You typed the address incorrectly, like http://www.example.com/pgae.html instead of http://www.example.com/page.html

Please contact your webmaster if you are not sure what goes wrong.

WHY??? Why is it not working when I think I’ve followed the instructions to the letter?
Please help,
Thank you!