When I tried to create a simple table for testing purposes I've got the following message :

Warning: mysql_connect() [function.mysql-connect]: Access denied for user 'fgnzvvaa_peet'@'voda20.voda20.com' (using password: YES) in /home/fgnzvvaa/public_html/phpdbase/skep1.php on line 3
Access denied for user 'fgnzvvaa_peet'@'voda20.voda20.com' (using password: YES)

I did follow the instructions clearly on how to create database and user.
Plus I did connect the user to the database.
The password is correct . password = klub2008
I also put in the IP address of a possible remote server because I have not transfer everything to vodahost yet.
Please help me

Where ever you have "voda20.voda20.com" set, change it to be "localhost" instead

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I don't know where to look but for me it is a starting point.
Thank you very much

For me is also a starting point. I learned that in the connection statement you must include the DATABASE USER, DATABASE PASSWORD and DATABASE HOST (last one is "localhost") but need to create first the DATABASE NAME. If you have not created the database, that error will occur.

You must look in your connection script or in your configuration file. You have mistaken the host

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My script is :
<?php
// Connects to your Database
mysql_connect("www.offventure.com", "fgnzvvaa_peet", "klub2008") or die(mysql_error());
mysql_select_db("fgnzvvaa_club") or die(mysql_error());
mysql_query("CREATE TABLE toets ( name VARCHAR(30),
age INT, car VARCHAR(30))");
Print "Your table has been created";
?>

As watdaflip said your problem is that you have provided your domain name as host, whilst it should be "localhost".
The third line should be:

mysql_connect("localhost", "fgnzvvaa_peet", "klub2008") or die(mysql_error());

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Thank You