Please help me install advanced Guestbook????

I uploaded the file containing everything I needed.
I then pulled the install.php up and filled in the information correctly.
it gave me the ok, and the option to set up admin.
I click to set up admin, and got an error that I cannot figure out.

MySQL Error : Connection Error

along with many other things..

What did I do wrong? or what didnt I do? Or ..perhaps it wasnt me at all?

please help... :(