Mysql Database Password



i'm using Win2000, Dreamewaver MX and PHP to do my college project, when the connection come, i test the connection with using Dreamweaver MX, a message said that i better use password to connect, but how i set a password for my database? i try the password to connect to Mysql, it doesn't work, so how? guide me to set a password for database .... any help me please!! thanks
What kind of database engin you are trying to connect to?
i'm not sure, i'm using dreamweaver MX to connect to MySQL there, then a message show that, i better use password for the connection, i think currently i dont have password to connect to my database and the table too,, can u show me to connect?

If you are using MySQL, download MySQL Control Center from which allows you to start your databases and setup password and generaly manage your database using GUIs.