I have been trying a few times, I have installed it a few times, and nothing is working. I've tried in Safari, Firefox, and IE and I have no luck.

I see that it loads a lot of things, and I've checked the Source of the page when it says its loaded, and the whole site is loaded, but it does not move from Loading.

Any ideas?

No it doesn't. Its written in PHP.

but it does not move from Loading make sure you have correctly uploaded all the files. If you have firebug installed does it provide an error msg?

well you should probably have a read of the tutorials and get your head round what SilverStripe is/does and how it work. But basically it is a CMS and a pretty good one at that but underneath it is a PHP Framework like CakePHP for instance. Its possible to make a site with just the PHP framework (sapphire) and get rid of the CMS. So it is extremely easy to build web applications as thats what Sapphire is designed for!.

As for how to use PHP on your pages I recommend you read and follow along to tutorial 1 and tutorial 2 this will so you how you can dive into making SS sites.