intallation problem

Hi,
I’m having trouble with the installation.
I followed all the steps. Uploaded all the files to my server in a folder called blog.
When I try to run the install through my web browser (Safari): http://mysite.nl/blog/wp-admin/install.php
I get this message:
The request is not supported.

The only problem I can find is that my host doesn’t allow me to create a specific wordpress database, so I use the one I’m given. But the info is complete: Database name, User, Password. So is this the problem or did I do something else wrong?

Thanks!
Ronald