Installation, what else?!

please help, Iv’e spent hours on this, to no avail:

I’m trying to run the installation of WP on my exisitng website.
1. I’ve used the control pannel to set up an SQL db, and a dba user. I know the DB is up and the user is OK, as I’ve logged in using PhpMyAdmin.
2. I’ve updated wp-config.php, just as it said in the instructions. tried leaving the host to localhost, changing it to the host name, nothing.
at first I’ve uploaded the wp installation files to a subdirectory on the site. then I tried to move it up to the root. also didn’t work.
I keep getting the same error message: Error establishing a database connection.
what to do? perhaps my config file is wrong? perhaps the files are at the wrong place?
Thanks.