Hello im having some issues installing php nuke:

Ill start off with some info. I just got web hosting from www.afmu.com I registered a domain. If anyone has used this web host before they use the cpanel to do all your stuff. One of the categories under there is MySql database. I created a database under there and everything seemed alright. I did notice that is says something about dbhost="localhost" why would it be localhost when im using a webhost?? I edited the config.php and left the dbhost as localhost cuase i dont know what else would go there. When i point my brower to mywebsite.net/nukesql.php it brings up the page that says click here to run test. When i click on that it doesnt do anything. Im confused on what is wrong.

Can anyone help?
Thanks

You verified the rest of the info in your config is entered correctly? What distro are you installing?