OK...
I just tried it and it failed using the method suggested by HTG. Here is what I did to get it working:
1) Delete the wordpress database and the user. You want a clean slate.
2) Go to privileges, and click Add a new user.
3) Fill in the information provided below, using your own password:

4) Select "Local" under Host. The word localhost should be automatically filled in on the right hand side.
5) Select "Create database with same name and grant all privileges"
6) Click "Check All" in the bottom right
7) Add the user! Click "Create User" in the bottom right.
8) The user, the database and all privileges have now been set up.
9) Go through the wordpress install and use the following info, using your own password:

10) Should work? I'm only 13, and am trying my best here. My apologies if this doesn't work. (It worked for me) Good luck!
Edit: Sorry. The images didn't work because I added the display page as a image. I have now fixed it.
MiniGeek
Note to mods: In this instance, you don't need to blank the password out of the image. This was on a private computer, and I will end up deleting xampp once this topic is solved.