1. make sure you database is running.
2. make sure that you have edited the config.php file or whatever config file you need to edit to include a db username / password
3. make sure that the username / password you specified in the config file has access to the db server
4. upgrade your mysql server.
it may be your version of mysql that is the problem, the config file gets updated by the install script when you fill in the nessacery details, also make sure that the php pages have read/write/execute access otherwise it won't work.