My understanding is that once you have WAMP installed you then use either mysql admin or phpmyadmin or any of the other free mysql tools to create a database.
Once you have done this you create a user with a password and allocate permissions.
On ISP server the initial part is done by them when you request the database. The give you a user name and password and then you use phpmyadmin etc to setup users.
On a wamp you have to do it your self.
If in doubt I hight recommend the books by David Powers on php, dreamweaver etc.
His idiot guide to installing a test server is foolproof - well it worked for everyone I know.