Wordpress is a CMS, while Magento is a giant MVC framework. You are asking to integrate Magento into Wordpress. You'll never get it. Magento is not something plug-n-play which you can connect with wordpress and you will start selling. It could be used with Drupal (again bad idea) but not with Wordpress.
My suggestion is to go for some wordpress e-commerce plugin, like WP e-Commerce. Or as @yarma said, you should install Magento and then integrate Wordpress using FishPig's extension which is quite popular.
If you still want to stick with your question, then I think this question should be asked at Wordpress Stackexchange site.
