Installing Joomla! can be easy to do -- especially on a localhost environment. Sometimes, though, issues at your Web host can make installation very challenging. Make certain you take advantage of the support your host provides. In the end, they are best able to help.
The easiest way to get started with Joomla! is to install it on your desktop computer. Watch this video entitled How to Install XAMPP and Joomla! v 1.5, by Andrew Altamirano (slogen123), where he shows you how to download and install XAMPP as a local server and then install Joomla!. A localhost is a great way to learn how to use Joomla!, to try extensions out in a test environment before updating your live site, and for first testing out upgrades. Learn to use a localhost right away. It will be well worth your time.
All Web host environments are different. Check out the Joomla! v 1.5 Installation Manual for a detailed set of installation instructions.