first of all, make sure that your server has the requirements needed to run YaBB SE:
* mySQL 3.22
* PHP 4.1
if you want to know how to get those info, create a file, name it phpinfo.php, and put this code inside the file
<?php phpinfo(); ?>
then upload it to your server and view it using your browser
if you have both requirements above, also find if your server is running in safe mode or not, if it doesn't, download the zip package for full install, if it does, download safe mode version
then read the readme.html that you'll find inside the zip package
the non safe mode version install is very easy, just a few clicks and enter settings, the safe mode version takes a bit longer to install in the uploading and CHMODing part
tell us if you're still stuck