diff --git a/wp-admin/setup-config.php b/wp-admin/setup-config.php
index 31604329bf..244cdc45d7 100644
--- a/wp-admin/setup-config.php
+++ b/wp-admin/setup-config.php
@@ -176,8 +176,10 @@ switch($step) {
 
 	// We'll fail here if the values are no good.
 	require_wp_db();
-	if ( !empty($wpdb->error) )
-		wp_die($wpdb->error->get_error_message());
+	if ( ! empty( $wpdb->error ) ) {
+		$back = '<p class="step"><a href="setup-config.php?step=1" onclick="javascript:history.go(-1);return false;" class="button">Try Again</a></p>';
+		wp_die( $wpdb->error->get_error_message() . $back );
+	}
 
 	// Fetch or generate keys and salts.
 	$no_api = isset( $_POST['noapi'] );
diff --git a/wp-includes/wp-db.php b/wp-includes/wp-db.php
index 7814c9dde1..c03deb1d3d 100644
--- a/wp-includes/wp-db.php
+++ b/wp-includes/wp-db.php
@@ -1044,7 +1044,11 @@ class wpdb {
 <p>If you're unsure what these terms mean you should probably contact your host. If you still need help you can always visit the <a href='http://wordpress.org/support/'>WordPress Support Forums</a>.</p>
 "/*/WP_I18N_DB_CONN_ERROR*/, $this->dbhost ), 'db_connect_fail' );
 
-			//If show errors is disabled then we need to die anyway as we don't have a working DB connection
+			// If show errors is disabled then we need to die anyway as we don't have a working DB connection
+			// unless we're trying to test the initial connection, in which case setup-config.php will handle.
+			if ( defined( 'WP_SETUP_CONFIG' ) )
+				return;
+
 			die();
 		}