It's preferred (particularly if you have slow net speed) to install & create joomla site first on local server then transfer to web server. For local server you need to install apache & mysql server on your pc, which you can install easily using easy php or xampp. xampp is preferred for joomla site. You can download xampp from here. It's installation is easy click installer.exe file installation is done in few minutes. It will ask you for destination & you can choose in place on your hard drive, preferred is you choose other drive than window installation or other operating system installation & your work will be protected if you need formatting & reinstalling your windows or other operating system.

Download latest joomla 1.0 version which is 1.0.15 from here. Unzip files to root directory of your server or the folder where you want joomla installation. On local server it's htdoc folder in your xampp installation directory. Now open your browser firefox is preferred for joomla installation & type your domain name i.e. yourdmain.com & if you unzipped joomla installation files to any other folder then you need to type as yourdomain.com/joomla folder. If you have unzipped to folder in htdoc folder in xampp installation directory on your hard drive in xampp directory then you need to type as localhost/joomlafolder & joomla installation will start. You will see following image:

It will check installation files & pre installation check screen is displayed. You can click Check Again or Next button on top right corner.

Clicking Next you will see following screen: