yeah, it's trying to connect to the localhost database (usually via a socket connection as indicated by that message). You'll need to change the configuration file (going off memory) to point at your MySQL database (likely on a different URL).
http://www.phpbb.com/support/documen...stallation.php
If you can get to the screen on the tutorial, change the "Database server hostname" field to the one you get from your hosting company. You'll also need to have a user and a database setup for phpBB to use.