Once you read the tutorial on the maczealot link you can also download a program called YourSQL (do a google search for it) for the macintosh and this will show you a GUI interface for adding databases, tables and custom sql commands. The connection is simple.
You use 127.0.0.1 (for local machine obviously) in the "connection" line
You use the "root" username you made in the maczealot tutorial
You use the password you made in the macealot tutorial
Thats the 3 things you need to do then it will connect into your mysql databases and you'll be up and running in no time. For best results use the mysql link found on his website as well (use 4.0 rather than 4.1) and when you want to install php on your apache service, download the php package from http://www.entropy.ch/software/macosx/php/ try and download the latest stable release for your apache version.
Thats my 2 pence (not cents as I live in the UK!)