Thanks. I've now copied and renamed the sample file.
Now I get phpMyAdmin asking me for a username and password.
If I type "root" and the password I just created, then it says this:
"#1045 - Access denied for user 'pmausr'@'localhost' (using password: YES)"
If I type "pmausr" and "pmapass" (this is what 'controlpass' is set to), I get the same message.