Help with setting up MySQL on website

Please excuse how newbie-ish this probably sounds, but I'm a designer first, and just learned some code recently and am still new at it...

I'm trying to set up a MySQL database on a website and I don't know how to go about it. The host administrator said that MySQL was installed on the server, and I should upload my database files and it should work. I put phpMyAdmin on the site and followed the instructions with editing the 'confin.inc.php' file, but it doesn't work. I get the error message "#1045 - Access denied for user 'root'@'localhost' (using password: NO)", which leads me to believe that "localhost" exists, but I don't have the right access to it. Is this the case? And if so, is this something that I can fix, or do i need to speak with my administrator to reset some privileges or something? I figured I'd ask questions here first, because we're only paying for hosting, and if they have to start putting in extra time to fix problems we're going to be charged for that service.

Thanks alot for the help. If it matters, I'm running OS X v. 10.4.9.

localhost is just a term for whatever-computer-this-thing-is-running-on. root@localhost is The Superuser Account that comes with MySQL (like Administrator is to a Windows box). Since it's so powerful, it will have a password that mere users (ie, you) should not learn.

Just set up phpMyAdmin to use your account and not root's.

I'm getting the same error except that instead of (Using password: NO) I get (Using password: YES).

oh, and I'm using xp and Apache.

Plz help!