I am glad to join eZ Publish Community, which I find, along with eZ itself, friendly and prompt.
As you have instructed me, I have edited the site.ini file, the setup doesn't start either. The only one thing is that if I point my browser, but only if I point it so, to the whole URI path including the index.php file, after a looooong (30 sec.) time it appears the setup with 2 options: Fine Tuning and Next. Any click I choose, after ~15 sec. the usual 404 unavailable page is showing each time, with no exceptions.
Maybe there is another setting. I tried to find other posts in the forum before posting, but couldn't fine a similar one.