WordPress installation instructions.
WordPress has some requirements your server has to meet:
-FTP access to the server
-MySQL
-php
If you don't know, send a e-mail to your host. The instructions are fairly clear, but there are some parts not mentioned (like uploading using FTP, how to access the server using FTP in the first place and how to create a database and a user for it - for these you should check with the host).
EDIT:
Flash tutorial
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