Installing Drupal on WebEnabled
Installing Drupal can be done in many different ways, depending on what platform you use and how your server is set up. This screencast shows how you can install Drupal on a host called WebEnabled. (WebEnabled do hosting of live sites, but I have never used them for this. This screencast is not intended for marketing the services at WebEnabled -- merely to show one easy way of getting started with Drupal.)
The screencast also shows how you, very briefly, can get started with Drupal on Drupal Gardens.
Please note the links to other resources, showing how you can install Drupal locally on your computer.