First timer, not working

I would think this might be a common problem, but I can’t find any help elsewhere so I’m posting here. I’m trying to go from wordpress.com to wordpress.org, but I can’t get past establishing the database. I don’t know a ton about these things, but I can usually figure most things out, and I’ve been at this on and off now for months. I’m getting very frustrated as you can imagine. I know that all the login information I edited into the wp-config.php file is correct, and my host service has instructions for installing wordpress using mysql (if that is the correct way to say that, I don’t think it is) which I have cross referenced with the famed 5 minute install instructions and everything seems to check out. yet when I navigate to the web address I’ve established (www.marccreedon.com/blog) I get the old ‘Error establishing a database connection’ message. I’ve tried the whole procedure on another domain I own just to see if there was something screwy with the database on the first one but I’ve had the same results. I’m sorry if this is wordy, but I’m trying to be specific. Can anyone help me or must I abandon wordpress forever.