Introduction

This is most commonly caused by using a quick install from your host such as Fantastico or similar. To fix it you will need to know how to connect to your site via FTP, otherwise you can contact your host to fix it for you.

The Solution

  1. Connect to your server via FTP and download a copy of your wp-config.php file
  2. Open the file in an HTML or code editor
  3. Add the following to the bottom of the file beginning on a new line. 
    define('FTP_USER', 'username');
define('FTP_PASS', 'password');
define('FTP_HOST', 'ftp.example.org:21');
  4. Make sure there are no blank lines at the end of the file, then save it.
  5. Ensure the file is directly resaved in the same format, ie. do not save it as wp-config.php.txt<
  6. Back on your server, rename the existing file to wp-config.old and upload the edited version. If anything goes wrong you can delete the editied copy and restore the original to wp-config.php

Reference:

http://codex.wordpress.org/Editing_wp-config.php#FTP.2FSSH_Constants