Hi Tony,
Have you browsed to /setup/default.aspx? If so, and nothing changes, you aren't uploading the files correctly.
Be sure you are uploading the files from within the wwwroot folder in the zip to the root of your website. A way to be sure you are doing this correctly is to extract the files from the zip to a location on your harddrive, add a file named test.html with something like <h1>test</h1> inside to the wwwroot folder and then upload all of the files to the root of your website. Finally, browse to http://www.yoursite.url/test.html, if you see TEST in great big text, you are uploading the files to correct location. If you get a 404, you're uploading to the wrong location.
Also, be sure you are using a good FTP software like FileZilla which shows you all of the files uploaded and the success or failure of each file.
HTH,
Joe D.