Re Mathematica 10.0.2.0 under Windows 8.1.
I'm new to SQL and for now, what I read is gibberish. Hopefully I correctly installed MySQL Community Server (www.mysql.com) onto my PC. I don't want to use HSQLDB that comes with Mathematica's DatabaseLink.
My code below aims to build a small table but instead elicts the response "JDBC::error: No database selected." So I'm clearly missing something obvious to those who are SQL-literate. If you can easily see what's wrong with the code -- or better yet, reveal a cyberspace resource that I can study -- then please reply. The code follows. Thanks.
 
Needs@"DatabaseLink`";
conn = OpenSQLConnection[JDBC["MySQL(Connector/J)", "localhost"], 
   "Username" -> "root", "Password" -> "hhhhh"];
SQLTableNames@conn (* as expected this returns { } *)
SQLCreateTable[conn, SQLTable@"myTEST",
  {SQLColumn["AQF", "DataTypeName" -> "INTEGER"],
   SQLColumn["XBT", "DataTypeName" -> "VARCHAR", "DataLength" -> 4]}
  ];
CloseSQLConnection@conn;
"JDBC::error: No database selected."