Well, first we need a few details about how and what you are using.
A lot depends on your webhost and how they allow you to transfer files.
With me, I was having problems for a while because I had to set up a MySQL database first, and didn't know. I don't know really how most webhosts handle this. You need to check out a faq from your web host and try to make sure that you are capable of doing everything you need to...make sure you check out the minimum requirements for YaBB too.
Now, how about uploading your files? FTP? Do you use the browser to put your files on your site or a program like CuteFTP?
Just how much DO you know? No one here wants to insult your intelligence.
-junc