Hi. I don't think this went through the first time.
The first thing you will need is FTP client software. This allows you to upload filed from your hard drive to your web space, that you are basically renting from Go Daddy. A good free FTP client is Filezilla. So before you do anything else go find it and download it.
Once you've downloaded and installed Filezilla, you will need to enter the ftp information Go Daddy gave you when you signed up. It should be something like ftp.yoursite.com, as well as a password.
Then go and download the webinstall script from the SMF site. Remember where you put these files on your hard drive.
After that, open up Filezilla once again, and log in with your ftp information. You will see several windows on the screen. The ones on the left show all the files on your hard drive. The ones on the right show the files on your web space. Find your webinstall files from the left of the screen, then drag and drop them to your root directory on the right side of the screen. Usually the root directory is called public_html. But I would double check with Go Daddy just to be sure.
Once you've done that, open up a new web browser window, and type in the following:
http://www.yoursite.com/smf/webinstall.phpThe next page should give you more instructions.
Hope that helps.