WordPress address (URI) This address shouldnt be changed. That is found in General options
After you have chosen to download 'wordpress' you are then led thru a series of questions. One of which is where to add a 'name' to where you want your blog to be.

Install in directory
Leave empty to install in the root directory of the domain (access example: http://domain/).
Enter only the directory name to install in a directory (for http://domain/name/ enter name only). This directory SHOULD NOT exist, it will be automatically created!
If you left that empty and it appears you have then what I would do is to delete your installation and install a new one. and to make sure you not only 'name' it to its own directory, but to send yourself a personal email at the end of installation that way you will have all the information at your finger tips!