The most likely reason for this is that your host is running in safe mode (most free hosts do). These hosts need to use the safe-mode installer which is available at
http://www.yabb.info/downloads.phpThe deault installer upacks a yabb archive into file, which (because of the safe-mode restrictrions) can't be opened for editing in the later steps.
The safe-mode installer requires you to upload the already unpacked files before processing the rest of the install.
Some hosts that run in safe mode are:
http://www.spaceports.comhttp://www.f2s.comhttp://www.coolfreepages.comhttp://www.jaguarpc.com (only some servers)