Stuck installing script

[jillybean1217]

I have followed the directions in the install guide step by step but when I get to the "http://your_server/coppermine_dir/install.php" and direct it to my website all I get is "page not found".
I renamed the folder Gallery and used FileZilla to upload it to my site but when I try to go to mysite/gallery/install.php I get a 404. I'm not sure where exactly I went wrong? 

[Αndré]

If you renamed the folder to "Gallery", try mysite/Gallery/install.php