You need to create a database, create a user, and then assign that user permissions to the database. Once that is done you will use that user name and password.
This can all be done in the MySQL section of your cPanel.
-Corey
Are you making sure you use your cPanel name as a prefix to the database name and your username? For example - your database would look like cPanelName_dbname and your username would be cPanelName_dbusername.