Installation: ll I'm getting is Can't Establish Database Connection

Not sure what I am doing wrong but caught in limbo trying to figure out how to get past Step 5 in Installing and seeing anything. All I get is the “Unable to establish database connection”. I’ve uploaded the WordPress folder onto the FTP site called wp but getting nowhere when I type in the full URL as specified: http://parkhurstart.com/wp or http://parkhurstart.com/wp/wp-admin/setup-config.php. I’ve got a WordPress basic dashboard but that’s it.