Its a common mistake, your sql info is entered wrong. Did you assign the user to the database that you created? also you might have to use the full database name sometimes it has like an underscore _. It should be in the readme/faq if you read it.
I created the database. Entered in the details correctly (with the underscore as well), yet it doesn't want to work for me. No matter what I do it still comes up with that error.
I think I might have to contact this webhost as well...