I only use postnuke, but it sounds like you need to, like justin said, edit config.php and put in your mysql db username and PW... check out the how-to by jl boers on installing postnuke on e-smith - the instructions for mysql should be the same for editing config.php and configuring mysql.
or wait a couple of days and catch the new .7 release of postnuke at postnuke.com
regards,
steve