Database Error: Cannot Connect to MySQL

I’ve been trying to install Word Press 2.3 for 5 days now and I keep on getting the error ‘Cannot connect to the DB, etc. (the usual error msg from Word Press.)

I know that my wp-config is correct, the DB user exists and the DB exists(I checked MySQL via the command prompt.) I have installed and reinstalled about 3 times, read through the forum for the past 3 days, even went to MySQL.com and googled everything, but I cannot find the solution. ??

The WP blog is installed in a subdomain.

I know that MySQL is up and running because Windows Services Mgr says it is. Also, another WP blog exists in the same server as a subdomain for another domain.

I even tried copying the existing wp-config for the working WP blog in the new blog area, but I still get the same error.

PLEASE HELP, because I am really on my wits end on this one. I do not write PHP nor understand MySQL much. Though I can honestly say also that I learned a lot this whole week.