tanabb thanks also from me. Just change localhost for 127.0.0.1 in wp-config.php and all works fine
For Macosx and windows I think qumana (www.qumana.com) is excellent
I think that you have to change your password in the place you mention, if you are in the shared server you only have one mysql user (admin), and the name is the one given when you create the database
>… But I can’t seem to find where I enter the password and when I >click the ‘Change Password’ link at the top, it takes me to a page >where I can change the password of the main ‘mydomain’ database >>>>and none others.