It's strange that Wedge can't do these by itself. I didn't think there'd be so many setups that don't give the PHP user any folder rights.
Well done. On my test VM, extracting the file, the permissions weren't set so I had to set everything to 644/777,
That folder was added to the writable list a few hours before you posted. Did you install from an 'early' release? Because many install bugs were fixed after that... (I think.)
afterwards I then experienced issues with the wedge installer being "unthemed" (like in Norodo's pic), managed to get that installed anyway. Then I browsed to my profile to fix the theme problem. Going to admin, I get many file writing related problem, this all points to /gz/keys/ directory, I then fixed that directory to be writable.
Or maybe it's a problem with PHP 5.4 or MySQL 5.5, but I doubt it. Perhaps I'll give Xampp another try though.
Now for my test-remote server that is not hosted on my computer (Free hosting service.) Uploading to my webhost, installing, no problems, it installed flawlessly. No theme problems too. This hosts uses: