The Username and password for your server admin page is more than likely different than the Database Username / Password. You could make a quick PHP script with just the following in it:
<?php
mysql_connect("localhost","username","password");
?>
Just name it something like test.php, replace "username" and "password" with the actual username/password and then put it into your install directory. Bring it up in your browser and it should give you more info.