Absolutely so, Please. I have been having the same problem. Every time I FTP Ezpublish 10.0.zip to my Webhost Shared Hosting Account I end up with the same problem. Upload>path to ez index.php>go through the entire Wizard process>complete>and then path to index.php>brings me back to first page of Wizard again...
Any information that you may be able to provide to help me with this problem would be very highly appreciated. I would like to use ezPublish to develop and design an ecommerce website on a Shared Hosting (Web Hosting Plan) but, I have been running into one problem right after another and I have to say, "How Frustrating".
I finally figured it out: It was the Suhosin extension (http://www.hardened-php.net/suhosin/) that prevented the setup wizard to download the site-package. The wizard might work when you configure the extension properly, but for now I just disabled it and everything seems to work as expected.
In this setup I choosed eaccelerator over APC because I had varoius problems with APC 3.0.14 together with PHP 5.2.4 (blank pages, strange behaviour).