It would help if the Install instructions in the Documentation on the site mentioned this....since we're not all ASP.Net-ers.
After downloading the zip file of the software, extract the files in the zip file into the root dir of your web server...naming the folder you extract into anything you desire ("store", "shop", "NOPCommerce", etc.).
Then make that main store folder into an ASP application.
HOW TO MAKE A WEB FOLDER INTO AN ASP APPLICATION:
go into IIS
right-click your store folder & choose Properties
under "Application Settings", click "Create"
(for "Execute Permissions", you may also have to choose "Scripts & Executables". I'm not sure of that one...but I did & my store is working fine.)
and click OK.
You'll also want to alter the web.config file in the NOPCommerceStore directory:
Comment out the following line & add the line below it:
<!--customErrors mode="RemoteOnly" defaultRedirect="ErrorPage.htm" -->
<customErrors mode="Off" defaultRedirect="ErrorPage.htm">
This will allow you to get more specific errors when you run the application & even the install...should something go awry.
Then, you can pull up your store URL in a web browser & run the Install: http://yourWebsiteDomain/NameOfStoreFolderYouCreated/NOPCommerceStore/install/install.aspx
...which runs you through the Install Wizard.
Hope this helps all you non .Net-ers like me. ;-)