Problems with installation (wp-config-sample.php)

Ok well I am insatlling word press, and I entered everything correctly into the wp-config-sample.php file. But when I got to the /wp-admin/install.php file it says
There doesn’t seem to be a wp-config.php file. I need this before we can get started. Need more help? We got it. You can create a wp-config.php file through a web interface, but this doesn’t work for all server setups. The safest way is to manually create the file.
And I have everything put in correctly, I am not sure what could be the problem, I know that is very dry and vag, but I honestly don’t know how to put it anymore detailed then it is said.