Before starting, check that your system meets the minimum system requirements.
Then set up FogBugz using the instructions listed here:
If you have any trouble or need to customize the FogBugz setup, we have a detailed description of exactly what setup does, for advanced system administrators:
For further help please contact Fog Creek Software. Our programmers will be happy to help you and we even have the ability to log onto your server using ssh or telnet to get FogBugz installed for you.