I'm afraid you will need to talk to them, this info is not the same on all servers. <img src="https://www.ubbcentral.com/boards/images/graemlins/frown.gif" alt="" />
Have you went into your server manager like cpanel or ensim or whatever you have and created a mysql database to use and added a mysql user.
This is the information you need for Threads setup.
On plusmail or some custom managers it just gives you a generic database setup as in you type a database name and it creates one for you plus you specify a user.
Now on cpanel it is a bit different but easy as in everything is prefixed by your site variable.
Generally with most any server you have the ability to create a mysql database you just need to login and do it and use the information you used for the install.