Okay, So Update. I downloaded
WAMP and copy and pasted the extracted phpBB files to the www dir(which to me represents my Domain providers Storage), I've opened "http://localhost/install/index.php?mode=install&sub=database" in windows explorer and it brought me to the Install process for a phpBB forum, Now I'm Caught:
I'm guessing it wants me to set up a new SQL database to store the forum in but i don't know how to make a new one or how to link them. i can get to the MySQL console if that means anything. Also, Windows XP SP3 in Virtual Box