I would recommend you try creating a simple php script on your server before installing ezpublish
try this:
<?php
$link = mysql_connect("localhost", "mysql_user", "mysql_password")
or die("Impossible de se connecter : " . mysql_error());
echo 'my connection worked';
mysql_close($link); ?>
You will need to make sure you MySQL server is properly runny and interfaced with your server before trying to install ezPublish, maybe installing MySQL query browser or phpmyadmin would help: http://www.mysql.com/products/tools/query-browser/
I would also recommend using apache, if you can. Since this is the standard for php applications and you would probably get more active support for this type of configuration.