If you have problems setting up the mysql database for your application please make sure that:

• Your application is using the correct mysql hostname: localhost
• Your application is using the correct mysql database / username / password. Make sure you have followed this tutorial for creating them;
• Don't forget to specify your mysql username and database with the prefix yourusername_ in front of its given name. For example your CPanel username is siteground and you have named your database joomla. In this case you have to refer to your database as siteground_joomla;
• Your application is connecting to TCP port 3306.

You can also check cPanel's video tutorial for additional information:

http://www.cpanel.net/media/tutorials/addmysql.htm