Yeah, of course :) This is what I got:
Unzip the package in an empty directory
Open up wp-config-sample.php with a text editor like WordPad or similar and fill in your database connection details
Save the file as wp-config.php
Launch /wp-admin/install.php in your browser. This should setup the tables needed for your blog. If there is an error, double check your wp-config.php file, and try again. If it fails again, please go to the support forums with as much data as you can gather.
Note the password given to you.
The install script should then send you to the login page. Sign in with the username admin and the password generated during the installation. You can then click on 'Profile' to change the password.
I'm working on dowloading mySQL right now. I am so confused tho! LOL.