Probably doesn't help you, but I would advise downloading the package from
http://www.phpnuke.org and manually installing it.
It walks you through it in 5 steps or so, no really tough questions - you'll need to know how to make a database and a user (as easy as pushing a button marked New Database and New User).
This software needs to be understood a bit before it can really be put to use - but boy is it powerful.
Good luck.
PS: You can then have the site wherever you want it. I've got quite a few PostNuke sites running on page-zone right now.