Hi,
First of, do you meet the system requirements?
http://www.episerverworld.com/Documentation/Items/Release-Notes1/Release-Notes---EPiServer-CMS-5-R1/System-Requirements/
Second, there is a getting started guide in the sdk:
http://sdk.episerver.com/library/cms5/
Also, are you running vista? Final link :-)
http://labs.episerver.com/en/Blogs/Ruwen/Dates/112201/112202/Install-EPiServer-CMS-5-on-Vista/
Regards Per