I read the Intall read me file and it says to decompress the files and then upload them onto your site. I did this, all of the file for WoW Roster are in my sites File Folder. Now, I go to the Install.php and it doesnt launch anything it just shows me a bunch of HTML. What am I suppose to do?

It looks like your provider doesn't support PHP and that's the reason why it's not parsing the file

I have Dell, Windows XP, I use Mozilla Firefox. What is the problem.

You need a web server
http://www.wowroster.net/MediaWiki/Roster:Requirements

Where can I get this MYSQL and the PHP thing at?

xdc_drumx07 wrote:Where can I get this MYSQL and the PHP thing at?

One can install WoWRoster on it's own (Windows) PC : use this : http://www.easyphp.org/

A perfect way to learn all about it (and more then you ever wanted to know).