The problem turned out to be incorrect info in the 5-minute instructions. Step 5 is the one where you run the installation script. The 5-minute instructions say to go to http://example.com/blog (or the appropriate directory) to run the installation script. That is incorrect.
However, the detailed instructions for step 5 say to go to http://example.com/blog/wp-admin/install.php, and that link works.
