First of all you need to install Drupal in a server that accepts it. I would suggest servage.net (it is the one I use)
If you create an account with them you can just go to "Tools" and "AutoInstaller" and choose Drupal. It will install drupal in your system straight away. Easy and fast. Than you will need to go step by step to set it up to the result you want. Drupal forums will be the best place to find all that info.
If you want to start by creating your servage account just do it at:
(this includes a cupon that will give you some extra space, I will win too, that is the proof that I also use this server and am very happy with.)
Hope this helps