Make sure you type your username (your username is identical everywhere) in LOWERCASE in cpanel, it dosen't accept uppercase. Once you get in your cpanel thing, just follow the "tutorial" which will help you set a lot of things.
Now apparently my domain was set correctly, as I can see my mysql errors on my domain page, it's just...long.
For diabolo, yes I know mysql is down. But I still though we could access phpmyadmin, I thought my error (wrong password or username, without asking me) was due to some setting I had to change, like with wamp if you set a password you need to change the authentication settings to cookie or http if you want phpmyadmin to ask for your password, I thought there would be some setting like this to change somewhere.
Edit:
I can get to my phpmyadmin now, only little problem left is that it won't accept my .css file, maybe I had a different version on my local apache? Here's the line :
<link rel="stylesheet" media="screen" type="text/css" title="Design" href="CSS/main.css" />
Of course the folder is good, this just won't take my css file.