I have started dabbling in Drupal development and successfully created a Drupal 7 site with custom theme. I am now onto Drupal site #2 and while installing Drupal 6 the page kept refreshing and clearing the fields on the Database setup phase. For anyone else who has this problem, the fix is very easy.
Chances are, you are on step 3 and entering your database name, password, etc. On submission the page just refreshes providing no error or details.
FIX: Do NOT rename default.settings.php into settings.php – Copy it. The original sites/default/default.settings.php must still exist along with settings.php