Having difficulty installing vBulletin by following the manual

[CojonesBuenos11]

Hi everyone,
My name's Tyler and I currently run a website for my online gaming guild. We are very happy with the vBulletin demo we tried and I recently purchased a vBulletin license. I own a .com name and use SmartFTP to upload files.

I have been using the manual and so far have had success, except that when I get to step 4 (it might be 5, I'm not sure), I run into this error: "MySQL Error : No database selected". The technical support at vBulletin told me I had to create a database and a username; I have already created a database, but I don't know how to create a user. I looked at the online manual, and it has four options:

Setting-up a MySQL Database on the Command Line
Setting-up a MySQL Database in cPanel
Setting-up a MySQL Database in Plesk
Setting-up a MySQL Database in Ensim

I don't have any clue what any of these means. Even after clicking through the links, I don't know what cPanel is, if I have one, or where to find it. Can I get any help?

Thanks, kind of desperate here!!

Tyler