Multi-DB plugin setup on fresh install with Plesk

Does the move-blogs.php script require that all DBs have the same user name and password? I went through all of the setup steps, triple check, but move-blogs.php barfs on authorization.

Also, this was a fresh install with no sites created. I created a new site to see what would happen. I had expected that WPMU would start using the additional databases. Nope.

Did I miss a step that turns Multi-DB on?