[GT2000]

Well, besides following the instructions you mean? (seriously, the instructions that most of them come with will suffice).

Usually it goes something like this.. (we'll start with the sql database)

Create sql database/user/pass
Insert database/user/pass info into the config.php file
Upload files
Set permissions (if necessary)
Run install.php (or whatever they call it, if necessary)
Delete any files it may tell you to after the install is complete

That is assuming you use something which uses sql and not flat files, and also assuming if it is sql, that you already have access to create a database (or at least have the database info if the host only provides one predetermined database for the account).