With MySQL when you created a database you have to set it so that MySQL will allow a certain user to connect to that database.
Inside MySQL there is a database called "mysql" and it has a user table, db table, and several others, you will need to make sure there is an entry in the db table for this new database.
Once you have updated these tables make sure you run "flush privileges" when connected tot he MySQL Database Server.
If you have any questions let me know.