First of all, don't use a share host of any kind for Dolphin, even if Boonex recommends them. Repeat, don't; only a few users will have the host crying that you are exceeding resources and that goes for Arvixe who advertises Dolphin hosting for only $4.00 a month as well. Don't be afraid to ask questions of any company that you plan to host with, such as "How many VPSes do you place on one physical server?" because some will overload servers and then try to sell you upgrades when your SQL server is shutting down because of lack of resources; think Constant Hosting here.
Installing Dolphin is actually quite easy, just upload the files to the server, make sure the permissions are correct; the installer will inform you if they are not, fill out a few questions on your setup, such as database name, user, password, and in a few minutes you have a Dolphin site up and running. However, customising the site will take some time.
If you are completely without knowledge on servers and setting up a site, you probably will want to go with a hosting company that will supply some management of the server and help with customising the site. There are people here on the forum that will help with installing third party modules and even with helping to solve issues with the site; some will do it for free and others will charge a fee; it often depends on the complexity and time involved.
The forums here are a big help for answers. The local search is a bit weak, so instead use one of the search engines, google or bing or what may be your favourite to search the boonex forums for answers.