Are you installing WordPress manually (i.e. creating a database, configuring the parameters and uploading the files to your server) or is this a Fantastico installation?

A little more information and we can assist you better.

Bill

OK

So to recap the installation process:

1 -You downloaded and unzipped the latest version of WordPress (2.9.1)

2- You created a new MySQL database on your host.

3 - You created a MySQL database user account and assigned it to the new database

4 - You recorded the database name, user name, password and database host name (or localhost if it's on the same server).

5 - You edited wp-config.php (which on the original files was called wp-config-sample.php) and inserted the database connection information in the right variables.

6 - You used FTP or SFTP to move the files to the server

Are you getting the error at the next step, where you visit the server with a browser and give it the blog name? Or do you get past this step and get it later on?

Perhaps (a) one of the files didn't upload or (b) you have a typo in the config file (make sure the parameters are within quotes). If it's later on then it might be a .htaccess error, especially if this happened after you reconfigured permalinks.

Not sure if any of the above was useful, hope it helps.

Bill