You need to create a MySQL user before that user is able to use the database. This does not automatically allow the user to use a database - you need to grant that user permissions to the specific database first. Refer to Grant a user's permissions to a MySQL database for more information.
To create a MySQL user:
Click on the Add/Remove MySQL Databases link in the Domain Menu area.
Enter the user's name in the Username field and the user's password in the Password field.
Click on the Create user button. Click on the MySQL databases link to return to the MySQL databases window to confirm that it has been created.