See this tutorial:

http://www.vodahost.com/vodatalk/blu...uest-book.html

You need to upload 'guestbookdb.php' on your server using BlueFTP, and set the permissions to 777.

I'm still a little unclear on that myself - where is the 'guestbookdb.php' file located before you upload it? I don't know where to find it for uploading.