Firstly, you can download Wordpress here. Unzip the file and save it.
Login to your domain's control panel and create a database called Wordpress. Also, make a MySQL user. After creating the MySQL user, you should be presented with a hosting name, username, password, etc.
Rename the wp-config-sample.php file to wp-config.php. Edit it with Macromedia Dreamweaver or Notepad, and fill in the information you just got from creating the MySQL user.
Upload the Wordpress file with your FTP software. Run the installation by going to yoursite.com/wordpress/wp-admin/install.php. Replace yoursite.com with your domain name. If you named the Wordpress file other than Wordpress, replace that too.
Wordpress should now be installed.