Can you try using the SQLite type? You can just set the DSN like this:
This will help confirm if the PEAR::DB module is working in general. If you have Postgres available, that's another thing to try. If either SQLite or Postgres are available from your hoster, then I would strongly recommend using one of those and not MySQL.
Another thing to confirm: do your database connection parameters work in other software? For example, do you have some other blog software that uses your MySQL database, such as Wordpress? I'm not sure how much of the parameters you obfuscated in your post, but the "usr_**database**_2" part seems peculiar. How about if you put the following line into install.php, right below the "Checking for database connection" line:
$conn = mysql_connect ('localhost', '**mylogin**','**myPass**'); mysql_select_db($conn,'usr_**database**_2') or die("Cant' select database");
If none of the above work, what PHP version do you have (the output of phpinfo() would be handy) and what hoster are you with?