I think he's saying it's showing an error.
I believe I'm having the same problem. I downloaded Magento ver 126.96.36.199, and have created the database, extracted everything and begun the setup. After the screen where I enter my database credentials, it thinks for a while before eventually coming to a php error declaring a fatal error:
Fatal error: Call to undefined method Varien_Autoload::getAttribute() in /pathtosite/app/code/core/Mage/Downloadable/sql/downloadable_setup/upgrade-188.8.131.52.1-184.108.40.206.2.php on line 30
I tried deleting everything and starting fresh, but the result was the same.