getting error “Error establishing a database connection”

I have done exactly the same steps as
# Unzip the package in an empty directory.
# Open up wp-config-sample.php with a text editor like WordPad or similar and fill in your database connection details.
# Save the file as wp-config.php
# Upload everything.
# Open /wp-admin/install.php in your browser.

but when i pasted the link in the browser i got this message:

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 localhost. 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. If you still need help you can always visit the WordPress Support Forums.

then i checked my wp-config.php but all the entries are correct and my database server is up.
What is the problem now?