[Mark]

If you saw a list of files instead of the installer, you probably have an incorrect DirectoryIndex directive set. bbPress uses index.php (same as WP) that should automatically be served, so that’s more likely an issue with your host more than it is one with bbpress.

Also, does your host have it’s SQL server hosted on the same machine as your web site? ‘localhost’ won’t work if you have to access it via another address, such as mysql.yourdomain.com which your host might have pointed at a different IP.