Check the database name is correct. On my cPanel when I installed a new db it would enter a dbname. The Database is actually called by the username _ dbname so was not dbname but in fact username_dbname.
The reason I mention it is it took me ages to realise the db was not the name I thought at the time.
If that does not work create a test php page called test.php and put the following code into it to check
<?php phpinfo(); ?>
This should let you see all the set up for the server, and may pop up other problems.
What I did was add the right info into the little fields carefully and installed the CMS.
Then after I uploaded the files to 'cpanel3-skel' under the main server, my next installs worked just fine and the screen as shown here did not return. Might have been something in memory causing this.
Yes, in cPanel the user name (ftp login) always goes before the db and user name on install