First you have to make a user:
login to mysql as root; use mysql;
insert into users (user, host, select_priv, insert_priv, update_priv, delete_priv) values ('monkey', 'localhost', 'Y', 'Y', 'Y', 'Y');
I'd recommend only gving them select, insert, update and delete.
Change mysql user password at shell like so:
[tsmith]$ mysqladmin -u monkey password newPass
this connects to mysqld as web with password of the existing pass (nothing),
then changes it to 'newPass'. Or you can do it from mysql directly in the user
table, but then you have to restart the server which is a pain.
There is probably more to it, but this will get you started.