What I wanted you to do was download phpMyAdmin and install it on your server.
Installing it isn't a scary task; extract all the files to a nice place like.. /phpMyAdmin/ on your server.
Open config.inc.php and scroll down about until you see $cfg['PmaAbsoluteUri'] and change it to something like this:
$cfg['PmaAbsoluteUri'] = 'http://' . $_SERVER['HTTP_HOST'] . '/phpmyadmin/';
Then find the section with this header:
/**
* Server(s) configuration
*/
Leave everything the same except for 'auth_type'; change that to say 'http' instead of 'config'.
Now, go to http://yoursite.com/phpmyadmin/ and a dialog will pop up asking you to login. Use username 'root' and the password you supplied during the installation of MySQL.
To add a new user, click on the "Priviliges" link.
NOTE: What version of MySQL did you install? If you installed 4.1, chances are you're running on the new password algorithm and will run into problems using phpMyAdmin.
If you still want to use PHP admin, try doing this at the command prompt:
mysql -u root -p
(enter your password)
SET PASSWORD FOR root@localhost = OLD_PASSWORD('your_password_here')
You'll need to do that BEFORE you try to login with phpMyAdmin. I'm not sure, but if you create users in phpMyAdmin, you may need to select "OLD_PASSWORD" from a dropdown when assigning the password.
EDIT: An alternate way of adding users is to read up on the GRANT syntax in MySQL's documentation. Once you login to the MySQL server as root, you would do things such as:
GRANT Privilige ON Database.* TO Username@ IDENTIFIED BY 'Password';