Open mysql.ini in a text editor. You will see these lines:
; This is the configuration file for mysql
[mysql settings]
mysql_server = "localhost"
mysql_user = "root"
mysql_password = "parola"
mysql_db = "dpg"
mysql_server = "localhost"
No need to change this one.
mysql_user = "user"
Insert the username you use for accessing your control panel - in most cases this is the same with the username to access your MySQL area.
mysql_password = "password"
Insert the password you use for accessing your control panel - in most cases this is the same with the password to access your MySQL area.
mysql_db = "db_name"
Insert the name of the database you're going to create on the next step. In most cases, if your username is -say- hdydg, then by creating a new database 'dpg' in the next step, the name of the database will be something like hdydg_dpg.
If the above mean nothing to you contact with the support of your hosting service.