First I entered the site http://uk.wordpress.org/ - it is a Ukranian wordpress version.

I downloaded WordPress 2.8 and read setup instruction.

Unpack file which we was downloaded, copy wp-config-sample.php to wp-config.php.

Setup defines:

• 'DB_NAME' - database name (created beforehand. You can do it with phpMyAdmin);
• 'DB_USER' - database user;
• 'DB_PASSWORD' - user's password - you must use password >= 8 symbols (letters, digits and special characters).
• 'DB_HOST' - 'localhost' for most people.

Next define will be necessary if access to /tmp is denied (like it was in my case):

define('WP_TEMP_DIR', '/home/username/.../public_html/wordpress/tmp/');

WordPress setup:

1. Create MySQL database with the help of phpMyAdmin.
2. Create a new user and give him access to this database.
3. Copy unpacked WordPress and wp-config.php into host.
4. For themes installing create ftp-account with a root in http://your-site/wordpress.
5. Create 'tmp' directory in wordpress (write full path to this directory in define 'WP_TEMP_DIR'), give rights to created directory 0777.

Open in browser http://your-site/wordpress/wp-admin/install.php

That's all.