Total Noob at PC games, in need of installation help

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It could maybe also help if you could tell us what kind of PC you have. In case you're not sure how to find this info: Go to the Start Menu then type in "system" in the search field. You should find an entry called "System Information".
Once in there, "System Summary" will give you info about your processor and RAM and "display" under the "Components"-rollout will show you what kind of graphics card you have. These are the most important informations when it comes to games You can also check the minimum system requirements on the back of the Amnesia box and compare them to what you have. Maybe this will already reveal the source of the problem.