Are you trying to access MySQL using the correct address? Your host may not be running MySQL on the same box as the webserver. That would be my first stop assuming that other PHP scripts run properly. If no PHP scripts run, the problem is much more serious and it's related to errors in your hosts PHP config. BTW, now that you've given everyone the address to phpMyAdmin... you're going to want to password protect it once it's running properly🙂
HTH.
Geoff A. Virgo