Hi, I've extracted the files from the lastest zenphoto release, and copied them onto my server. However, I can't figure out why nothing I enter under the SQL section will do something about that annoying red X

here's a screenshot of my set-up page
http://i49.tinypic.com/o5xaiq.png

This would be because you have yet to find the right combination of things to enter. Not much we can do to help you here. I think that the items are self explanitory. Check with your service provider to get the right information.

The SQL server is rejecting what you have entered, so clearly what you have entered is not what it is expecting.

I have created the database myself, incluuding a user for it, name and password are properly entered, the server address is as listed under the details of my newly greated database.
I contacted the server tech team and they asked me to delete everything and retry. The problem remains the same.

Any suggestions?

No, sorry. Maybe the server tech can tell you what MySql is recording when it rejects the connection. Perhpas there are some security restrictions in place with regard to PHP applications that are preventing this connection.

Unfortunately, the outward appearance of these connection issues usually do not provide much information. This is to make it harder to "guess" the right credentials. If, for instance, it told you that the password was incorrect you could automatically know that the rest of the information was OK and just concentrate on guessing the right password.