Trouble with WordPress

[wildandfree]

Hello,

I need help with installing Word Press. I have gone to the codex word press website, and tried to follow the directions. I am very new to all of this. So I am on step 5, which tells me to run the install script:

"Point a web browser to start the installation script"

First of all, I had to download 1000's of individual files for word press, does that sound correct?

Second, how do I "point a web browser to start the installation script"?

Thanks!!