If your hosting account has CPanel for site administration, you can use it for a variety of useful functions.
One particularly useful feature is the ability to create databases directly, which is often necessary for installing database driven software - such as some forums, directories, and blogs.
To set up a database with a username, password, and name, access CPanel with a secure login from:
https://www.your-domain.com:2083
When you're there, you should see an option for "MySQL Databases". Click on that link.
Once in, you'll see various options. Look for a line that says "Db:" then has an empty box following, with the button "Add Db" after. Enter your database noame in here (keep it relatively short) and click the Add Db button.
Then when the page reloads, look for the "Users" section, which includes two boxes - Username and Password. Enter your values here and then click on "Add User".
Now you need to associate the user with the database - there should be two drop down boxes on the page - one for databases and one for users. Line up your preferred user and database, then click "Add user to Db".
NOTE: Your CPanel account username will act as a prefix for your database name and username. Ensure that you write these values correctly in your software config file.
Hope that helps - any more questions, feel free to ask.