Upgrade to 1.8 Problem with Database permission

I am getting this error when I try to run the website install in my server.

An error occured when creating database: CREATE DATABASE permission denied in database 'master'.
Creating a new database MYDATABASE

Anybody hava any idea on how to fix this setting first time I get this infomation. No Idea on how to fix it.

Try setting up a database (and user) first and then install using the name of the database you already created. You hosting provider SHOULD give you the option to create a SQL database... if not, switch providers.

Thank You, Go it working ! but this upgrades are kind of messy. But thanks for the sugestions.