Ok... weird... You can add the tables into your database manually
First, make a blank database (named something like 'osticket') if you haven't already.
Next you will need to modify the osticket.sql file....
Find the './setup/osticket.sql' file on the server, and open it in wordpad.
Find and replace anywhere where it reads '%TABLE_PREFIX%' with the desired table prefix. (default is 'ost_')
Finally, import the modified file using the PHPMyAdmin interface into your new database.
Edit: After adding the tables, you may also want to check your ./config.php file to make sure it is pointing to your mysql server correctly:
#Mysql Login info
define('DBTYPE','mysql');
define('DBHOST','youhostserver');
define('DBNAME','osticket');
define('DBUSER','username');
define('DBPASS','password');
#Table prefix
define('TABLE_PREFIX','ost_');