Are you trying this immediately after uploading the files and running through the other steps of the setup? Can you check the db to ensure that the db and tables were created successfully? There should be three tables added to the db, pg1_gallery, pg1_gallery_images, and wa_settings. If you have these tables then the connection to the db should be fine. If you take a look at the wa_settings table you should see two records, one for the admin username and another for the admin password. If you set the username in the value column for the admin username and the password in the value column for the admin password record you should be able to get past this issue.
