Create a user by going to CPanel -> MySQL Databases and add a user. Don't forget to give that user permissions on the database. Alternatively use the MySQL Database Wizard if you don't have a user or database set up yet.
No problem. I have not used Java, so I can't guide you any further, but if you have any more questions, feel free to post back. The programming help forum will probably be a better source of answers: http://forums.x10hosting.com/programming-help/
Now that your original problem has been resolved, I am going to close this thread. Feel free to create a new support request if you need more help or have any additional questions.