This may not be the easiest way but it works for me.
1. Upload the core package you downloaded from WA and run the setup.
this will create the database and setup your connections.
2. Using you mysql tool of preferance drop all the tables excluding the admin one into an SQL file from your local Database.
3. Run that SQL file from your webserver database. this should import all data into the Database
4. upload your local files into your remote webserver. DO NOT UPLOAD the connection s folder.
I always mask mine.
You should then be able to run the shop.
As I say it works for me.
One piece of advise- take loads of backups.