If you are getting that message then something is not installed properly. Most likely there is a problem with your config file. Check to make sure all of that info is correct, that your DB host, name, pswd and user are all accurate. Check the database to make sure Nuke populated the tables during your setup, check to make sure your database prefix matched what's in your database.
Try going to one of the Nuke help sites for more tips. (nukecops.com is good).