look for this line in your phpMyAdmin directory, in your config.inc.php file
<?
$cfgServers[1]['auth_type'] = 'config'; // Authentication method (config, http or cookie based)?
?>
and change it to
<?
$cfgServers[1]['auth_type'] = http; // Authentication method (config, http or cookie based)?
?>
then it will bring up a htacess box asking for you mysql username and password