My first suggestion is that you start by reviewing the
DNN Creative Tutorials, particularly those related to installing DNN. Start with the first one, "An Introduction to the Principles of DotNetNuke" and work through all of them.
Secondly, it might actually be easier to get a copy of DNN working on your local computer. You'll have to install the MSSQL Express Edition, but you won't have to deal with the complexities of a hosting situation, and other configuration tools right out of the gate. Once you have DNN running locally, you can consider moving to the hosted site.
And, if you create another installation on your hosted site, make copies of every error message, and document everything that you do. To capture error messages, screen captures are great!
And ... don't give up too easily. There are a few hoops through which to jump, but it's not too bad.