Install trouble (host name)

I am installing WP on a yahoo hosting server and my host has to be changed from localhost to mysql.

I did change this value in the wp-config file and updated all the passwords and such but when I get to step two of the installation I get a whole mess of errors:

WordPress database error: [Access denied for user ‘natureboyvpw’@’localhost’ to database ‘mysql’]

as you can see, it is still using localhost here as the host name. I cannot for the life of me figure out why it is not using what is in the wp-config file… (should be mysql)

any ideas?

-Chris