I followed all steps twice. After configuring the DB (which I had to fix because the wp_config.php generated by the plugin didn't fill my db, user and password), I run the WP install.
After filling the details and submitting the form, I get a full screen of PHP warnings with the message:
mysql_free_result(): supplied resource is not a valid MySQL result resource in C:\Trabajo\wpsqlserver\wp-includes\wp-db.php on line 1122
If I check the db with SQL Management Studio, I see the tables are created but the admin user is not. Thus if I ignore these warnings and try to browse the site, I can't login because no user was created.
I'm using WordPress 3.5 (Spanish), SQL Express 2008, PHP 5.3.19.
What should I check?