I'm clearly geek challenged. I just stare at Step 2 of the installation screen about the database. I went into control panel on my site and went to MySQL account maintenance screen. it showed the database WordPress created and thank goodness they didn't ask me to create one, or I wouldn't have a WordPress blog either laugh

I scrolled down and clicked the PhpMyAdmin link. It says "Server: Localhost via UNIX socket". It also has "Create new database" but it is not a link. Does that mean the site host will only create a database? I've got no idea on this and so I'll probably be asking questions ever "step" of the way.