It took me like an hour to figure out how to actually connect to the databases with this host.
Make sure you create the database.
Create a new user account for that database, (if you haven't done that yet).
Make sure the user you have have made can access that database, (Change what users can use whatever databases in the cPanel mysql page).
When you put your info in whatever your doing with it, make sure you do:
Account: <cpanel name>_Username
Host: localhost
Database: <cpanel name>_Database Name
I just sumed that all up for you, even though some people above me have already said it.