Password change in MySQL…now I get “Error establishing a database connection”

I’m hosting my domain at GoDaddy, and was trying to access MySQL, but it kept returning an error (at the phpMyAdmin login page). Knowing that my username was correct, I though the problem was the password…soooo, i changed it in the “MySQL Database Information” page, at the GoDaddy Hosting Control Center. After that, I was able to log into phpMyAdmin, but unable to log into my wpadmin dashboard, and my entire website is down. I get this:

“Error establishing a database connection

This either means that the username and password information in your wp-config.php file is incorrect or we can’t contact the database server at xxxxxxxxxxxxx.db.xxxxxxhostresource.com. This could mean your host’s database server is down.

Are you sure you have the correct username and password?
Are you sure that you have typed the correct hostname?
Are you sure that the database server is running?
If you’re unsure what these terms mean you should probably contact your host.”

On my site, I simply get “Error establishing a database connection” message.

I’ve read a lot of forum threats about this error. Please don’t post the link of the dude with the video tutorial on YouTube…he uses Bluehost and the whole tutorial is effed for me, because I have no wp-config.php. file (unless I can’t find it for some reason).

I actually think what I’m supposed to do is create the file, but I don’t know where to put it (under which parent/folder directory). And also, do I create the file from my file manager or FTP client in GoDaddy, or from phpMyAdmin (can I even do it from there?).

Lastly, if it’s possible, can I just restore my SQL? I was about the back up my files from my dashboard when I got the error, so unfortunately I don’t have a recent version of my site downloaded.

Can somebody please speak “config.php idiot” to me, and tell me how to proceed? I would really appreciate it! ^_^