0I think cpanel has the databse wizard correct? Well when you create a user you must add them to the database you are using. This is because the user can do everything they need to do but have no database assigned thus can't access your database.
If you have any issue's doing this then you should fisrt speak with your web host and ask them if they can do it :P
Or post back here for help I'm sure I can post some images with instructions etc.