Cannot Connect to MYSQL Server

Hello,

I badly need help in connecting to MYSQL server. I installed Apache, MYSQL
and PHP
APACHE 2.0.5
PHP 5.0.5
MYSQL 4.1.15
System: Windows 2000 Pro

Everytime I am going to set-up the connection to MYSQL it always tells me:
an unidentified error as occurred.

I got Dreaweaver MX 2002 and I tried the suggestions that I got from this
site:
http://www.macromedia.com/cfusion/knowledgebase/index.cfm?id=tn_16515
Still I have the error occurring.

Please help.

I really appreciate anyone's help.

Thanks a lot,

jantikey