This error is generally due to a few things.

• Your DB was sourced incorrectly
• You tried to use a blank DB that has NO data in it
• The DB you are trying to use is NOT compatible with the server version you are trying to run
• You have'nt sourced a DB at all
• You dont have permission to use the DB that you have sourced
• You dont have the .sql files located in the /mysql/bin directory

Check to make sure it is NOT one of the following.. I would start from scratch (on the DB not the whole server) and MAKE very sure you follow the tutorial/s correctly on how to source. Also make sure you use one of the newest DBs out there....

/edit This is all assuming that MySQL IS up and running, as Monrezz suggested...