If you just want to install DotNetNuke on a local system, I would recommend that you use the "install" DotNetNuke package.
If you are installing DotNetNuke 5.2.1, you will need to have IIS, SQL Server 2005 (or higher), and ASP.NET 3.5 SP1 installed. Our tutorials should give you the basics for installation. You will also find some installation instructions
here.
If you have XP Home, you'll need to make sure that IIS is installed.
If you don't entirely understand all of this, you might want to try using the web installer version as it will install all of the prerequisite software, and then will install DotNetNuke.
You might also benefit from a copy of the book by Chris Hammond and Pat Renner. It is aimed at beginners.
If things go wrong, ask LOTS of questions here and we'll do our best to help you out.