It's entirely possible that the webhost you're using doesn't support SQL databases as required by phpbb. The output of phpinfo() would be helpful in figuring out whether or not this is the case. (If it is, you have very few options aside from talking with the webhost and asking them to enable databases (possibly at some additional cost to you) or switching to another provider.)
To check: make a file called pi.php with the following code and upload it and view the resulting page.
PHP Code:
<?php phpinfo(); ?>
Ideally you'd see somewhere in the text a heading of "mysql", "mssql" or something similar. For example, on
http://worldispnetwork.com/phpinfo.php mysql appears a little over half way down the page. If in doubt, post the version number and value of "Configure Command" (they're right at the top) and I (or someone else) should be able to tell for sure.