Error establishing a database connection

Things were very fine.
One of our programmers left the company on very good terms. I changed the passwords of all those users who access MySQL db.
Now, when I try to access the web site home page (or any other), I get the error message:

Error establishing a database connection

Any Idea?

The web site with the problem is at:

you also need to change the password in your applications config file.

If that’s wordpress the name of the config file is wp-config

if you have trouble locating what to change post back and let us know for sure what web app you are using (such as wordpress).[hr]
The password in the config file must be the same as the password you set for the database.

Thank you for replying.
Yes it is WordPress application I am running.
I looked at the file generated by wp-config.php (named index.php) and I found the old password. I used that old password to reset the DB account password to that password. It worked well.