If you follow the instruction available from numerous Joomla! sites/tutorials, you should be ok.
The only “note” I would offer is that you should choose to use PHP5 on your domain at DH in order to avoid the “global_registers” warning in the Joomla! control panel (and because it is safer!). Additionally, the DH PHP5 default installation will trigger an “magic_quotes” warning in the Joomla! back-end, but you should probably ignore this.
This is not a security issue at all, but rather a “convenience” issue that is really only relevant when importing/converting certain forum software into a Joomla! installation.