I new here, I can't install, I got error...

Sunday 21 May 2006 8:25:15 pm

Kernel (20) / Error

Module not found

The requested module setup could not be found.

Possible reasons for this are:

* The module name was misspelled, try changing the URL.
* The module does not exist on this site.
* This site uses siteaccess matching in the URL and you didn't supply one, try inserting a siteaccess name before the module in the URL .

I can't install it, please tell me step by step how to setup it. v3.8
The command line is new for me, I never do it before... I was create new MySQL Database...
I need help about:
1. Which files must be config? Config what?
2. How to correct this error: Module not found
3. And successful setup