You need to create a database and a User with access to that database.
-Go into your Cpanel, Log in to your desired account
-Click "MySQL Database Management"
-Scroll down and you will see a section will allow you to create a database. You should see something like:

-Enter a database, for instance if your using it to create a forum call it 'myforum' or somethign you will remember
-Click create database
-Next create a user 'admin' or something with a PW you'll remember
-After you create the user you need to asign it a database and privelleges. To do this click the drop box and select your user, then do the same with your database. If this is your admin account you probally want to assign all privelleges.
Then go into 'PHP My Admin' and enter the Username and PW
You should be golden after that

Good luck,
Kevin