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This just further points in the direction that either there is something wrong with the files you uploaded to your "problem" site or the host has some settings wrong.
Make sure your browser is not blocking part of the site you are installing on as well since there might be some minor javascript in the install scripts. (I haven't really messed with anything past step 5 yet.. )
Something you COULD do is look in your control panel for the host for something showing your php information or you can create a simple file to do this for you.
Create a file on the host you are having issues with and the one you are not. Call this file something like "test.php" and fill it with the following code.
// Show all information, defaults to INFO_ALL
phpinfo();
?>
You would of course call this by using the url
http://yoursite.com/test.php and it should display a few screens worth of settings.
Check the settings here and compare them.
You can change most settings in your php settings file if you need to.
I wonder if there is not an issue with something like the memory size allotted or something.
I believe the php settings file should be something called php.ini and it likely resides in one of your local directories OUTSIDE of the document root. Hopefully you understand what is meant by that. You may need to contact your host to find out where this file resides if you can not find it. On my host I had to create the folder and place the file there.