actually, wordpress.org is the place where you download the script, so you can install it on your site. Pretty much the same as fantastico does for you, you are however always sure to get the latest version if you go ahead and download it from wordpress.org and handle the installation yourself.
Fantastico is the easier way of installation though, if you know little about installing php scripts, though most have fairly good on screen instructions. If you want to do it yourself (wich is a must if you want it to NOT be in the root of your domain I think) you need to start with creating a database and a database user through cpanels database wizard.