I’m not sure if you resolved this issue or not, but I had the same problem. I resolved it though using the correct url. My server was designed to respond to http://weblog/blog/ and I was trying to connect to it using http://www.weblog/blog/. Removing the www corrected the double prompt.
Yes. My php script connects without a problem to the database, user, and database schema that I set up for WP. That tells me the database has been set up and all the appropriate rights have been granted. It is WP that cannot make a connection using the same credentials.
