It looks like you may have to setup the wp-config.php file manually if you are not using the HostGator quick install option.
If you can open the wp-config-sample.php you should be able to edit the settings to reflect your settings.
Here’s a link to the HostGator specific walk through.
http://support.hostgator.com/articles/specialized-help/technical/wordpress/how-to-install-wordpress-manually
If this seems like it’s too difficult, you can give the Host Gator quick install option.
If everything looks OK, I’ve had issues where for whatever reason my password to the database would be causing the issue. I’d start by changing the password for your database to be all lower-case with a couple of numbers.
