The following videos show you how to set up and install Moodle. The videos assume that you have downloaded the latest standard package and put them onto your server using FTP (that means putting the whole moodle folder onto you web server). The first video here shows you how to create a database which may be different depending on your web host but they are all pretty much the same. The second video goes through the moodle installation and set up.
[youtube=http://www.youtube.com/watch?v=Ya8mK9BbOy0]
[youtube=http://www.youtube.com/watch?v=Aqw8-w4qQhM]