How to create a database for WordPress on my web server?

[Y.L.]

I want to make a blog for my business and I found a theme fits my need. Can anyone give me some help with install the wordpress? Thank you very much!There is the "famous 5-minute installation" on wordpress website. Six steps in total, I don't how to do the second one. the second one is "Create a database for WordPress on your web server, as well as a MySQL user who has all privileges for accessing and modifying it."Here is the link page for the six steps:http://codex.wordpress.org/Installin...nute_InstallIt must be easy for people who knows what's MySQL, but I don't know anything about web design or create a database. Can anyone help?what's cPanel? If it's control panel, yes, I have it. thanks for your help