You mean Step (9) in my instructions. Step (1) is downloading Joomla!.
Which language are you trying to select? I only ever use English, but if you tell me the language you are trying to use, I will try installing using that language as well.
The latest version of Joomla! is 2.5.5.
[Updated 19-June-2012 @ 08:03]
Personally, I would recommend WordPress to someone new to CMS software (I started out with Joomla! but eventually got frustrated with it and have been moving my sites to WordPress).
You can read my reasons here.
I have a turorial for installing WordPress here.
WordPress is avilable in multiple languages, but you have to manually install the languages.
WordPress is available in these languages.
A WordPress turorial for installing a language is here.
NOTE: I have never tried installing a different language for WordPress

THank you for the feedback and you are welcome.

Thank you very much for the feedback and I’m glad it all worked for you.

When you change the port number, you have to suffix the number to the end of the URL.
Normally, you would expect localhost:8080 to work.
Unfortunately, this does not work with all browsers – most notably Internet Explorer.
Try using the full URL: http://localhost:8080
This is not a bug with those browsers. Strictly speaking, you must always enter a complete and valid URL. Omitting http:// from the URL is (strictly speaking) invalid, but … many browsers allow it as a convenience – if you enter an invalid URL, they try to be helpful and “fix” the URL for you.
The most common transfer protocols are http, ftp and their secure versions https and sftp. Strictly speaking, you always have to prefix your URL with the transfer protocol.

Thanks for replying back.
You are the second person to ask about th K2 component. No, I have not tried it, but if it is a popular one, then I suppose I may give it a try.
Thanks again for your comments.
Update 16-April-2012 @ 03:11
Ok, I downloaded K2, installed it and played around with it. My first problem is that I was unable to get K2 to be the default front end. Probably, I am missing some configuration (I did enable all the k2 components in the backend and created a menu entry for K2, but, clearly, I am missing something – and nothing obviously pops out on the K2 website in the way of help).
The second issue I have with it is that I can’t assign articles to multiple categories (the reason I moved from Joomla! to WordPress). I can simulate it by using tags, but … that’s not really wha tI want to do.
On the plus side, it does come with a comment module built in. This is a definite advantage. I did not play with it, so I don’t know if they also insist on using BBCode for formatting text. On an aside, I think using BBCode (as most Joomla! comment modules do) is silly. Most people don’t know BBCode, but they do know the basic HTML codes like <b> (even if it is obsolete) or <a href=”some URL”>.
My initial look at K2 does not make me want to look any further at it.

They are already up to version 2.5.4? I guess I am going to have to check if my instructions are still valid.
As for your question, it is fine if Native ZIP support is OFF.
This can happen because (1) your web host provider doesn’t enable it or (2) you have disabled it in XAMPP.
If you are running XAMPP on a Windows machine, you can check the php.ini has the following line:
extension=php_zip.dll
make sure there is no semicolon (;) in front of it.
If Native ZIP supported is not available, Joomla! can povide it itself (though, I am told it is much slower).
One of the techniques websites use to reduce the amount of traffic is to ZIP (compress) the page going out. This requires a little more server time (to compress the web page) and a little more client / browser time (to decompress the page), but it reduces the transfer time. This was more significant when most people were on a dial up connection. With broadband connections this is much less of an issue.
BTW, page compression would only happen if (1) you enabled it in Joomla! and (2) the web browser supported it.