Please help

I have downloaded WordPress through backstage.site5.com. I have tried to follow the directions and go to http://asamandalouise.com/wp-admin/install.php but when I do that, it takes me to asamandalouisedotcom.wordpress.com and tells me I must be lost. I don’t know how to move my domain from the wordpress.com to the wordpress.org site so that I can change my theme and start blogging.

Also, I downloaded a theme from graphpaperpress, and I cannot access it. I am assuming this is because I am still on the wordpress.com site instead of the wordpress.org site. I don’t know how to point my domain to my server. I’m new to all this. Please help! I’ve been fiddling around with this for a week, and I’m starting to feel stupid. I have two master degrees, for goodness sake. It can’t be this hard. What am I missing?!