I'm starting to get my way around now and have had a sniff at the logs. Still no sign of the setup wizard which leaves me very dubious about the quality of this install, but that aside I manually made a user to address an error in the OrbiterGen log.
Now, while trying to activate there is a ample supply of failed query error messages again echoing the problem I initially had, unable to connect to mysql though socket. What is frustrating me the most is this is the clean install DVD so I don't understand why it seems to be encountering such a fundamental problem.
Exact error is Connect Failed: Can't connect to local MySQL server through socket var/run/mysqld/mysqld.sock (1111)
I'm going to try and download an older version overnight and give that a go as countless reinstalls are yielding the same result.
I have seen this happen once before. I would suggest that you install again from scratch (assuming you have the LinuxMCE-0710 release iso) and that should fix the problem. You can use the option to retain your /home directory (but not the one that offers to retain your settings).
All the best