It really is that easy. You do need to create a database and put the database name, user name and database password into the wp-config-sample.php page that comes in the Wordpress zip file. Save it as wp-config.php and upload the folders and files, either to a subfolder or to your domain root, depending on where you want to have your blog.

Now type in the url to your install file and follow the directions. Be sure to use a legitamate email address so that you get a copy of the password it auto generates to login to your admin panel.

If you're on NatNet Hosting, put in a help ticket and they will install it for you. Other hosts often have a cpanel that includes various programs you can install with a click or two, and usually Wordpress is one of those offered.

Have fun!