Now open a shell (aka command prompt aka DOS window):
Click Start, then Run. In the opening window type "cmd" (without the inverted commas) and then click OK. A windows with a black background should open.
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 4
Server version: 5.0.60-log Gentoo Linux mysql-5.0.60-r1
Type 'help;' or '\h' for help. Type '\c' to clear the buffer.
mysql>
Now create the actual database. The default name is fpdb, I recommend you keep it. Type this:
CREATE DATABASE fpdb;
Next you need to create a user. I recommend you use the default fpdb. Type this (replacing newPassword with the password you want the fpdb user to have - this can, but for security shouldn't, be the same as the root mysql password):
GRANT ALL PRIVILEGES ON fpdb.* TO 'fpdb'@'localhost' IDENTIFIED BY 'newPassword' WITH GRANT OPTION;
Copy the .conf file from this directory to ~/.fpdb/profiles/default.conf and edit it according to what you configured just now, in particular you will definitely have to put in the password you configured. I know this is insecure, will fix it before stable release.