I've never used database library but the documenation says that you need to pass few arguments to Connect To Database
or have proper configuration file in place. So plase double check your configuration file, or if you are not using one, add proper arguments.
Check the docs for further info:
Connect To Database MySQLdb my_databse user password db.host.example port
Also make sure you got MySQL driver installed https://pypi.python.org/pypi/MySQL-python/