Does your normal php connection to your mysql database work fine?
How are you running your mysql/php etc? Xampp?
Reason im asking, if you have manually setup each of the components then mysql might not be working with php.
If your running Xampp your version of PHP might be out of date for phpmyadmin.
Take a look at the following site: http://www.webdeveloper.com/forum/showthread.php?t=73840
scroll right to the bottom, last 4 posts.
phpmyadmin is a great tool for interacting with your database.
Example: If you delete a database using phpmyadmin - on success you will see the sql statement that made your request possible.
Similarly if you do some sort of alteration / addition to a table or row in phpmyadmin the sql query which completes your request will be shown on success.
This can be an invaluable little pearl when getting to grips with sql statement compilation.