Hi Heatherdw,
Sorry for your frustration, the initial setup of any web application be a tricky sometimes, stick with it though and it'll be worth it in the end.
I realise this piece of advice may be a little late but the right choice of hosting can make a big difference, many hosts offer a '1-Click install' of WordPress which bypasses all the technical configuration. Be sure to check if your host offers this.
WordPress has a page about hosting here: http://wordpress.org/hosting/
Check that the filename of the config file is correct, the filename should be config.php but Wordpad has probably called it config.php.txt and Windows is hiding the '.txt' from you.
You may be able to see the whole filename in your ftp client or often your web host will have a filemanager.
Also Wordpad is not a good choice of text editor so use Notepad++ (http://notepad-plus-plus.org) which is free and much better suited to the job.
Rob