Hum, maybe I found the answer to my own question...
I entered in the hosting account of a dear friend (she used to host my webpages before I paid for an own account, so I know his login and password, jeje)...
I entered her Phpmyadmin, and I tried to create a database... I couldn't!! I had not privileges and permissions!!!
Besides, a few days ago, there were an option, called 'Privileges', where we could change permissions, add users,etc...
Now, it has dissapeared!! I noticed that there is a new version of PHPmyAdmin (called '2.6.0-pl1 '). I mean, when I could change the users and all worked properly, was an older version.
Now, with the new one, is when I have all the problems!!
How could I have the same option called 'Privileges' with the new Phpmyadmin version?? Has dissapeared??