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:
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:
Open in browser http://your-site/wordpress/wp-admin/install.php
That's all.