by Luis de Vasconcelos.
What have you tried? Please describe your "exact problem".
What database are you using? MSSQL or MySQL? I'll assume MSSQL since the post you replied to used MSSQL.
Have you checked that PHP is setup correctly by running PHPInfo()? There should be a section in the PHPInfo output called "sqlsrv".
Have you confirmed that PHP can connect to your MSSQL database?
You should only attempt the Moodle setup once you've confirmed all the above.
If you've already managed to install Moodle and are crashing on the Admin setup page then try enabling Debugging by going to http://yoursite.com/admin/settings.php?section=debugging and selecting "Developer" on the 'Debug messages' list. Then you should see an error message that will help determine the problem.