[guteru]

My guess is the mysql server is not running on "localhost" - are you sure that is the right hostname?

If you have a windows hosting account it is not unusual for the hosting company to actually have the mysql running on a seperate linux machine. So your hostname could very well be something like "mysql-server1.hostingco.com" - check the hosting company's help center/FAQ. If they dont have a help center try a new hosting company, too!