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/Peo, FreeWebSpace.net
Install phpMyAdmin. Its the best way to make databases. http://www.phpmyadmin.net/home_page/index.php Go here, pick the version for you, and download and install. Installation can be a little nasty though.
Hmmm, if you give me login info to your server I can install it for you, it's just a little hard to explain it to you. Have you not read the documentation they provide for you?