Hi Bill,
How many people in this thread have bill as a name in one form or another ;-)
The mysql_create_db() function just creates a new database. Tables sit on the database. Imagine the 'Database' as being a filing cabinet. Then the 'tables' are the drawers in the cabinet and the 'records' are the folders in each drawer.
RTFM is a little harsh Gates, I would suggest PRTM (Please Read The Manual).
That error your getting does mean you are not allowed to access or create that database. You might need to contact your ISP and ask them for correct passwords etc.
To get a table up and running you will have to:
Connect to the database server
Create the database
Create the table.
And I would strongly suggest setting up for local development on your computer if your learning php. It might take a while to get the software up and running but it is MUCH faster in the end than having to modify a script, upload it, test it. modify it, upload it.... you see my point. To set up for local dev you'll need apache webserver http://httpd.apache.org/dist/httpd/binaries/win32/apache_1.3.20-win32-no_src-r2.msi
PHP (of course)http://php.zend.com/do_download.php?download_file=php-4.0.6-Win32.zip
and mysql http://www.mysql.com/Downloads/MySQL-3.23/mysql-3.23.41-win.zip
I also suggest the NewRiders book MySQL by Paul DuBois.
Good Luck!