Having a problem with firefox and install.php

I keep getting this when i try to upload my wordpress blog:

“It doesn’t look like you’ve installed WP yet. Try running install.php.”

So naturally when i click the install.php link to install it (like the five minute install tells me to do) firefox tries to download it! When i try to access it with IE it doesn’t even load at all. Is this a problem with installation or what?

EDIT: Tried it in mozilla as well, got a problem where it wouldn’t even load install.php…. HELP!