XF 1.2 Installation Error

Hey guys, I recently purchased XenForo and I've tried to install it. It's been going well but when I get to part 4 step 1 on this guide http://xenforo.com/help/installation/ I get some trouble.

Once I set up the MySQL database properly and move on to the next step, it just gives me an error and says that the file /var/www/upload/library/config.php is missing. Why is it missing? All I did was unzip the XenForo folder and I never touched anything in there.
 
Once you enter the details, it should take you to a page that either tells you to click a button to download a config.php file and upload it manually, or a page that says it's written the file.

If you click the continue button from either of those pages, that's where the "not found" may come up (if it couldn't be written).
 
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