Date index for Dec 2004

I'm trying for the first time to install achieve and I've run into a problem
when trying to run the setup.php.  The error I get is "There was an unknown
problem when I tried connecting to the database. Please verify your database
setup and the database configuration in config.inc.php. If you think you
have fixed the problem, you may click 'Retry'."  I'm running Windows 2000
IIS5.  PHP4.3.3. MySQL 4.1.7. Achievo 1.0.4.  I was following the install
instructions and created a database in mysql called achieve_1_0.  The
config.inc.php does have entry stating that the database name is
achieve_1_0. Where should the database be placed?  What am I doing wrong?

Thanks in advance for any help

Brian