Browse to the downloads section and select the latest stable release. At the time of writing this was version 2.5.5-pl1 (which requires you to have MySQL 3.23.32 or newer, and PHP 4.1.0 or newer.)
1) Download the zip package to your computer and unzip it.
2) Open up the file config.inc.php with an editor (or wordpad / notepad).
3) Choose a name for a directory on your host where you are going to install phpMyAdmin, (abcde is used in this example). Then find the following line in the above file and change it to the full path. Simply search for $cfg['PmaAbsoluteUri'] and add your url between the quotes.
Keep it lower case, full path including http:// and don't forget the trailing backslash on the end of the url.
4) Change the values for host (the MySQL server), user, password and authentication mode to fit your environment. (Your host will provide whatever information is required)
They may also require you to change the database on this line:
$cfg['Servers'][$i]['only_db'] =
5) Save the file.
6) Create a new directory in your webspace that matches the directory name you chose above at step (3) and protect this with .htaccess (your host should have a control panel function for this procedure).
Note: The above security procedure is VERY important!
Then upload the entire contents of the phpMyAdmin folder to that directory.
7) The config.inc.php file should be chmod 660 (right click the file and select chmod, then set as image below)
8) Open up a browser and enter the full path to your phpMyAdmin directory (as in step 3 above) and enter your .htaccess username and password into the pop up
You should then gain access to the welcome page of your phpMyAdmin.
Tip: MySQL uses database.tablename as a way of referencing a database and a table. For this reason, *don't* use a dot(.) when naming databases or tables, and always use lowercase names.