If you're not already, you need to remove install.php as well once the installation is complete.

If you managed to get the installer to run then you must have entered the correct MySQL details. If the installer completes successfully then you must be entering the correct details. If the connection error is occuring when you're trying to run the install then obviously the details are not correct and you will need to check them. Only you can do this for obvious reasons.

Also make sure your config.inc.php has been uploaded into the right folder. It needs to be in the include folder of your Beehive Forum installation.