A typical connection file might look like this:
$hostname_localhost = "localhost";
$database_localhost = "uks12345cms";
$username_localhost = "uks12345neilo";
$password_localhost = "01234567;
$localhost = mysql_pconnect($hostname_localhost, $username_localhost, $password_localhost) or trigger_error(mysql_error(),E_USER_ERROR);
Maybe not all the time, but very often your database name has a prefix assigned to it when you create it in your control panel. So for me, if I create a new database called 'cms', a prefix (my control panel username) is prefixed to the beginning and it becomes: uks12345cms.
If you ever have to log in to phpMyAdmin via a phpMyAdmin login window, that would be your username. Check any documentation you have, and see if it specifies a prefix.
The best people to ask what your exact database access details are would be your hosting providers. You could have this cleared up in a couple of minutes.