Hi,
There are a few things that could be wrong.
1st thing to make sure is that you have created a database and have the correct database name and correct user name and password. If you have to start fresh and create a new database.
2nd thing is that some hosts add their user name to the mix. I use hostforweb and when I joined they gave me a user name. Lets say for example it was "newuser"
Next i went and set up a database. i called it "dolphin1" and I just put "admin" for the username.
Just after i set that up, on teh confirmation screen it told me that my database had been set up and that my database name and user name were as follows -
database name: newuser_dolphin1
user name: newuser_admin
It didnt change my password. So you see the system added the newuser_ bit to my database name and user name and it took me a few attempts before I realised it had done this.
You might want to check and confirm your dtabase and user names before you try again.
Cheers
Max