If you are using the desktop edition, the most common problem I've come across is the 'localhost' part. check your user table to make sure the host is either % (i.e. any host) or localhost. It may be that when you set the user up were user@mycomputer. Using the command line client and logging in with the root account:
show databases; (to list all databases)
use mysql; (to connect to the core database)
select * from user; (to view your user info)
update user set host='%' where user='youruser'; (so youruser can access from anywhere)
select * from db; (to view your user access to the databases)
you should see a line where
host=%, db=yourdatabase, user=youruser and a bunch of priveleges=Y
if not:
grant all on yourdatabase.* to 'youruser'@'%';
you can do all of the above the the MySQL Query Browser and the MySQL Administrator as well.
If password=no, then your password field is empty. (which on the x10hosting database is, I believe, not allowed) Create a new database user with a password.