Problems conecting to MySQL, help!

HI:
I am trying to connect to MySql on my server. I have setup the site in my
computer and uploaded it to the server.
when it gives my the option for the mysql connection I fill all the requier
fields but I get an unidentidied error
when trying to connect. I want to know what could be causing this, if the
problem is on my configuration or on the server.
I will appreciate if someone can give a hand
Thanks
Amaru