Mysql autentication problem

Hello, I'm trying to do a very simple thing: create a database and a user to use it. So, initially, I use the web interface phpmyadmin. Logged as root, I created the database, and the user with some password. But, I could not login using phpmyadmin. Either any php-based system could connect to the BD. So, I make sure that I got the "user@localhost" and "user@%" created, with permissions and same password. Nothing. But I *can* log on mysql shell. One more info: when the user is set without password, it works fine on PHP. Does anyone can give me a clue of what is happening? Thanks! Roberto