I'm installing MU, and I get the first page to enter config values, I enter everything right, and then I get a blank white page at the url /index.php. I can reload /index.php, and I get the first config page again.
I've chmodded everything (including the path directory) to 777, just to be sure it's not failing with a permissions issue. I also bumped PHP's memory to 64mb. Neither of those things changed this behavior.