Yeah, it's not a bad idea for hosting companies to offer mySQL to their customers. It's free and works for most of their customer's applications. Hell, I use it on my site for that very reason. I'd only go to a commercial solution if the traffic on my site got to the point where mySQL can't handle it anymore. Not that it would ever happen, but if it does, there's that option.
Can you post the full error message so we can help troubleshoot? I'm not sure what's going on, it might be a simple setup issue.
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