i dont understand what i put as my hostname...

your server that you want to connect. is the same as in your ftp settings.
for example in my case is: teckwizards.com
also, the username is not the name of your database but your ftp server username.
let me know if you have any other problems.

keeps giving me an error about unable to authenticate please help...

how can i help if you dont describe in details exacly what you do?
please post all the steps you do with details, not just:
"keeps giving me an error about unable to authenticate"...

ok i am editing my connect settings u know where it ask u...

name,protocal,hostname,port,username,etc... i put in all that info and then i went to go connect and it gave me that error :\...

you don't understand i think.
write everything here, all the details.

CONNECTION EXAMPLE
Name: teckwizards.com
Protocol: ssh2
Hostname: teckwizards.com
(and all the rest...)

until you dont give exact details, i cannot help you.
MAKE SURE you include the exact error message not something vague...

Name: capital-hiphop.com
Protocol: ssh2
Hostname: capital-hiphop.com
Port: 22
Username: N/A cuz i dont want people knowing
Authentication
Primary: Password
Secondary: <none>

Error Message: Sercure CRT Has disconnected from the server. Reason: Unale to Authenticate using any of the configured authentication modes

ok, first open SecureCRT and do not attempt to connect!!!
go to tab:
Options > Global Settings > SSH2 > Host Keys
and delete your current key.
then delete also the connection you created already:
Alt+C > highlight the connection and hit Del.

now, create a new connection and use ssh1 in the dropdown menu, for protocol.
when you connect for the first time, Accept&Save the host key database entry.
if it doesnt work, MAKE SURE YOU CONTACT YOUR HOST and ask them what is your recommended protocol. any host support SecureCRT, is the most used software to connect.

After I type in the mysqldump etc etc it asks me for my password, but when I go to type it in, nothing comes up and the cursor stays still then after i've finished typing and Pressed enter, it just comes up with:

bash-2.05a$:

What should I do?

reinstall. what OS you run?