Are you sure that you are running a MySQL server? You say that there are no tables created - this should only happen if you use any other database than MySQL?
You can try to create the tables manually:
CREATE TABLE IF NOT EXISTS `#__comment` (
`id` int(10) NOT NULL AUTO_INCREMENT,
`contentid` int(10) NOT NULL DEFAULT '0',
`component` varchar(50) NOT NULL DEFAULT '',
`ip` varchar(15) NOT NULL DEFAULT '',
`userid` int(10) unsigned NOT NULL DEFAULT '0',
`modified_by` int(10) unsigned NOT NULL DEFAULT '0',
`date` datetime NOT NULL DEFAULT '0000-00-00 00:00:00',
`modified` datetime NOT NULL DEFAULT '0000-00-00 00:00:00',
`name` varchar(30) NOT NULL DEFAULT '',
`email` varchar(50) NOT NULL DEFAULT '',
`website` varchar(100) NOT NULL DEFAULT '',
`notify` tinyint(1) NOT NULL DEFAULT '0',
`title` varchar(50) NOT NULL DEFAULT '',
`comment` text NOT NULL,
`published` tinyint(1) NOT NULL DEFAULT '0',
`deleted` tinyint(1) NOT NULL DEFAULT '0',
`spam` tinyint(1) NOT NULL DEFAULT '0',
`voting_yes` int(10) NOT NULL DEFAULT '0',
`voting_no` int(10) NOT NULL DEFAULT '0',
`parentid` int(10) NOT NULL DEFAULT '-1',
`importtable` varchar(30) NOT NULL DEFAULT '',
`importid` int(10) NOT NULL DEFAULT '0',
`importparentid` int(10) NOT NULL DEFAULT '-1',
`unsubscribe_hash` VARCHAR( 255 ) NOT NULL ,
`moderate_hash` VARCHAR( 255 ) NOT NULL,
PRIMARY KEY (`id`),
KEY `com_contentid` (`component`,`contentid`)
) CHARACTER SET `utf8` COLLATE `utf8_general_ci`;
CREATE TABLE IF NOT EXISTS `#__comment_captcha` (
`ID` int(11) NOT NULL AUTO_INCREMENT,
`insertdate` datetime NOT NULL DEFAULT '0000-00-00 00:00:00',
`referenceid` varchar(100) NOT NULL DEFAULT '',
`hiddentext` varchar(100) NOT NULL DEFAULT '',
PRIMARY KEY (`ID`)
) CHARACTER SET `utf8` COLLATE `utf8_general_ci`;
CREATE TABLE IF NOT EXISTS `#__comment_setting` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`note` varchar(50) NOT NULL DEFAULT '',
`component` varchar(50) NOT NULL DEFAULT '',
`params` text NOT NULL,
PRIMARY KEY (`id`)
) CHARACTER SET `utf8` COLLATE `utf8_general_ci`;
CREATE TABLE IF NOT EXISTS `#__comment_voting` (
`id` int(10) NOT NULL DEFAULT '0',
`ip` varchar(15) NOT NULL DEFAULT '',
`time` int(11) NOT NULL DEFAULT '0'
) CHARACTER SET `utf8` COLLATE `utf8_general_ci`;
CREATE TABLE IF NOT EXISTS `#__comment_version` (
`id` int(11) NOT NULL,
`version` varchar(55) NOT NULL
) DEFAULT CHARSET=utf8;
CREATE TABLE IF NOT EXISTS `#__comment_queue` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`mailfrom` varchar(255) DEFAULT NULL,
`fromname` varchar(255) DEFAULT NULL,
`recipient` varchar(255) NOT NULL,
`subject` text NOT NULL,
`body` text NOT NULL,
`created` datetime NOT NULL,
`type` varchar(10) NOT NULL DEFAULT 'html',
`status` tinyint(1) NOT NULL DEFAULT '0',
PRIMARY KEY (`id`),
KEY `status` (`status`)
) DEFAULT CHARSET=utf8;
#__ don't forget to replace with your table prefix.