Hi Jo Ann,
Glad you chose oscommerce!
The installation for oscommerce cannot be done as a standard Windows installation.
In the main folder there should be a file called INSTALL, which will explain, you need to open with notepad
You need to upload the files to your server and then perform the installation.
There are 2 folders 'catalog' and 'admin'
You need to go to
http://domain.com/catalog/install/install.php to install the cart.
Hope that helps