As a Site5 user myself, I can recommend that you put in a trouble ticket about the one-click install problems. Their technical support is generally very good about these things.
That said, I don't use the one-click install much myself. The general procedure I go through is this:
1) Using FileZilla, create a directory on the server to hold the blog (say /public_html/blog)
2) Download the latest version of Wordpress to my machine and unzip it (say to c:\wp)
3) Upload everything inside c:\wp to /public_html/blog
4) In a web browser, go to your website's /blog directory (say
www.example.com/blog)
5) Follow the prompts
6) One of the things you'll be asked for is the name of the database and the name of the database user
7) Create those in the Site5 control panel for your site. If your Site5 username is user, and you name your database db, then the full database name is user_db. Same with the database user you create.
As part of 7, you need to create a database user and give it full privileges on the database you also created.
8) Another thing you'll be asked for in the Wordpress install is the host for the database, use localhost.
I'm sure there are lots of details that you'll have questions about, don't hesitate to ask.
Jay