so can you connect to MySQL using another application, such as MSQL Admin or MySQL Query Browser (both part of the MySQL GUI Tools available from the MySQL site)
of can you connect to MySQL from another application say PHPMyAdmin or one of the other tools such as HeidiSQL?
I suspect you have a permissions problems, either the userid you are connecting with has no permissions or the permissions are wrongly set. although you can GRANT the permissions using the MyQL command line, persoanlly I find it a lot easier to use MySQLAdmin to do that. its also clearer to see what permissions have been GRANTED and to whom.
if you do use the command line to set permissions then make certain you FLUSH PRIVILEGES after making any changes
as usual details of permissions can be found in da manuel or on
google