Error when defining a mySQL connection

Today I tried to connect to my database from Dreamweaver and even had my host
help me troubleshoot. We both are at a loss. We have confirmed that I am using
the correct server, user name, password, and even database name. However I
still get the message, "Access Denied - The file may not exist, or there could
be a permission problem". My host was connecting to the server via mySQL consol
remotely and was able to view my tables. We've narrowed it down to ruling out
firewall issues as well since my ftp login works.

Is there a check box I'm missing that say's "acually work the way you want it
to"?