After figuring out which blog engine to use the next step was to get it running locally. I'd never recommend trying to run your blog directly on your ISP before running locally where you've tested it out and your comfortable with it. If you struggle to get it running locally my guess is those problems will only multiple when you move it to your ISP. If you're concerned about setting up and configuring a local SQL server on your machine that's all the more reason to go with something like dasBlog which uses XML files.
Prerequisites
DasBlog requires two things, the .NET framework and IIS. Microsoft's Cassini web server isn't really a great option because at runtime dasBlog adds full URLs for the stylesheet references and thus Cassini can't supply them so your site renders without its theme. There is lot's of information on getting IIS installed on the web so I won't spend time covering that. Regarding the .NET framework you can use either 1.1 or 2.0 since both are supported although I'd recommend using ASP.NET 2.0.
Download and setup
The dasBlog download available from SourceForge comes in two flavors, with or without source. Since I don't have plans, at least at this point, to dive into the source code I went for the "Web Files" link which contains only the necessary files for deployment. Once downloaded I unzipped the contents into a dasblog directory and checked out the readme which has detailed information about installation and a few necessary configuration file changes. If you're using ASP.NET 2.0 there are a few changes you'll need to make to the web.config file which are explained in the readme. Once everything was configured I fired up the browser, hit the URL and my new blog engine popped right up. Next time, I'll talk about how I created the theme for my blog.
Reference: Part I, Part II