Though I'm not really a fan of wordpress, I can assure you that it's easy.
There are two methods you can use. 1. Long Method and 2. Short method(as I choose to call it.)
Short first: Many Web host include Fantastico among their hosting features(x10 inclusive). To use this method, login to your hosting control panel and click on Fantastico or it's equivalent, and continue to choose any Script you want to install(usually arranged left down). Then follow the steps.
Long method: Though I call it long, it's also easy except that you will have to download and upload it yourself. T know more about this, check this guide:
http://codex.wordpress.org/Installing_WordPress
I hope this help.