[Exim] MySql Problems

Ok. I know this should really be asked on a MySql list and I am just waiting
for the subscripion confirmation to do just that, but I figured I'd ask in
the mean time here.

I am trying to get exim to read passwords and quotas from a mysql database.
I created the database, and configured exim for it. Then I populated it with
a test user. I enabled exim to get access with this command:

grant ALL PRIVILEGES on exim.* to exim@localhost IDENTIFIED BY <exim's PW>;

But when I try to connect as exim to the exim database:

[root@shortcircuit root]# mysql exim -u exim -p
Enter password:
ERROR 1045: Access denied for user: 'exim@localhost' (Using password: YES)
[root@shortcircuit root]#

I've tripple checked the password, changed it, always the same. Anyone else
encountered this? If so how did you get by it?

Thanks!