1. Login to the cPanel for your hosting package, commonly found at http://www.yourdomainname.com/cpanel (yourdomainname.com should be replaced with your actual domain name.
2. Once logged into your cPanel, click on the MySQL Database module.
3. In the New Database field, type the name that you would like to give to the new database.
4. Click the Create Database button.
5. Click Go Back.
6. Scroll down to the Add New User section.
7. In the Username field, type the username you would like to use with your new database.
8. In the Password and Password (again) fields, type the password that you would like to assign to this Username.
9. Click the Create User button.
10. Click Go Back
11. Scroll down to the Add User to Database section.
12. In the User: drop-down menu, select your newly created username.
13. In the Database: drop-down menu, select your newly created database.
14. Click the Add button.
Congratulations. You have setup a MySQL database. Instructions for finding your MySQL database details can be found in this Knowledgebase article.