Install problem

When I install WordPress on my PC, I’ve got strange problem. After configuring wp-config.php, I run install.php from wp-admin folder and I see the page that everethig is fine and now I can click “First Step”, but when I click to link “First step” nothing changes and my browser still shows that page with link “First Step”.
My configuration:
Server – Small HTTP Server ver. 3.05.71a
DB – MySQL 5.018
php 5.2.3
WordPress 2.2.1
OS – Win. Vista

p.s. Sorry for my bad english…