Moving from Life to Local/error establishing database connection

Hi there
I started developing my site online (like a cowboy) and after a scare or two decided to move it to my mac.

I have MAMP setup and it works perfectly when starting a new site, but I'm not able to get my existing site moved across successfully. I have all my files moved across using FileZilla and I have access to a database export that my host created for me. I have 3 folders in htdocs, two of those are for new sites that I'm building and they both run perfectly. In the 3rd folder I've placed my files and folders from the site that I want to move, but when I access that site (mamp/mywhebsites) then I get an "error establishing database connection". Obviously I need to do something with this database export (sql file) and maybe add a change or two elsewhere, but what?