Installing in yahoo hosting

I need help with the installing this pest on my site.i install wordpress the websever then creat another folder for the database. and i do every right i guess and i get this
Error establishing a database connection

This either means that the username and password information in your wp-config.php file is incorrect or we can’t contact the database server at mysql. This could mean your host’s database server is down.

* Are you sure you have the correct username and password?
* Are you sure that you have typed the correct hostname?
* Are you sure that the database server is running?

If you’re unsure what these terms mean you should probably contact your host. If you still need help you can
and
when i try to access my database by itself i get this
#2000 – Unknown MySQL error
please help or help install the progrma