are you installing this on your remote server or on your local host?
If installing on your local host, you will need to use your local database credentials, you will not be able to use the remote database.
If you are installing it on the remote server, double check with the host that you are using the correct MySQL server name.
The error "Could not connect to MySQL" means the MySQL server name is wrong, if it where a problem with the user or password, the error would be different.