bpiloto on "Problem with installation"

Hi, guys
I am having several types of troubles for the last months while trying to install wordpress.
The thing is that I have a blog on wordpress.com that I would like to export to wordpress.org. I did the installation on wd.org with the same name I have on wp.com (domain and everything).
So when I finish setting up everything on Cpanel, etc and ii go to access my wordpresspage.com/wp-admin/ I am redirected to my panel on wordpress.com instead of wordpress.org. If I want to access my panel from wordpress.org I have to use /localhost/wordpresspage.com/wp-admin/ thats an internal page.
When I try to import my wp.com to wp.org on plugin it either asks for my FTP info or says that couldn't create directory.
I can say that I am pretty noob on this area but it's been so frustrating because i have been trying to find what could be wrong.
I repeated the whole installation process several times. Its been like 3 months since I have signed up a host service (hostgator) and i still couldn't make my website work :(
I would be very very thankful if somebody could help me!
I don't really know if the problem is with the database or because my domain is still located on wp.com.