Assuming you are using MySQL you will need to adjust your configuration. By default the MySQL daemon only listens locally for connections. To reach your database from another computer (If this is what you are attempting) you will need to adjust the bind-address variable in /etc/mysql/my.cnf (assuming you are using Ubuntu). Setting this to 0.0.0.0 or commenting it out completely and restarting the MySQL service should allow you to connect.