I renamed the config.example file to config.php. Put in the correct information to MySQL and the localhost. However I'm still receiving the error...Does it have to do with permissions? I'm on a Windows 2008 Server Dedi box.
It's in the thread https://forums.bukkit.org/threads/thepexinator-handy-pex-sql-manager.54539/page-3 Couldn't post for some reason.