When installing for the first time, the "There doesn't seem to be a wp-config.php file. I need this before we can get started. Need more help? We got it." message links to http://codex.wordpress.org/Installing_WordPress#Step_3:_Set_up_wp-config.php which is rather long, complicated, and not giving any impression of "5 mn install".
Linking to the codex is nice but, for this particular step which is probably the first impression a newcomer will have, why not make a more concise, shorter and kept under control page (wp.org/first-install/ or something) instead ? Just a thought.
