To setup DotNetNuke, you need to firstly upload the files to your account.
Next you'll need to open a ticket requesting full ASP.NET permissions on your domain.
Also ensure that ASP.NET is enabled from your user control panel for the domain that is going to run DNN. If you do not plan to run DNN in your domain's root directory, please also specify which folder you have installed it in so we can create that folder as an Application directory.