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BlueDevil, it was over a year ago so I could be remembering wrong, but I don't recall encountering any difficulties. As per the instructions here ([url]http://doc.silverstripe.org/doku.php?id=installation-on-webserver[/url]), SilverStripe should take you through the installation process once you've uploaded the files to your webserver and set up your MySQL account. Can you tell us the specific problem you're encountering or error message you're seeing?
I use greengeeks.com for my own hosting and have had no problems using silverstripe on their servers. I would stay away from at&t web hosting as I have had difficulties with using silverstripe on their servers.