Create a User

GRANT ALL ON db_name.* TO 'user'@'%' IDENTIFIED BY 'password';

GRANT ALL ON *.* TO 'username'@'%' IDENTIFIED BY 'password';

I typed this in my sql query window:
GRANT ALL ON * . * TO 'NetUser'@'%' IDENTIFIED BY '12345'

I get this error:
#1045 - Access denied for user 'spatial'@'localhost' (using password: YES)

I am logged in to the cpanel as "spatial"

You may need to specify the database to which you have rights.  See post by todd_farmer above.

I tried Todd's suggestion also but got a diff error:

GRANT ALL ON test . * TO 'NetUser'@'%' IDENTIFIED BY '12345'

#1044 - Access denied for user 'spatial'@'localhost' to database 'test'

Check to make sure you have the GRANT OPTION for your account:

SHOW PERMISSIONS;

Sorry I am new to MySQL.  

I type SHOW PERMISSIONS in my SQL query window and got this

#1064 - You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near 'PERMISSIONS' at line 1

Grant looks like:
GRANT USAGE ON *.* TO 'spatial'@'localhost' IDENTIFIED BY PASSWORD '719048d343eed738'

If I want to use this username as a remote login, what grant options do I need to give this user?  and how to do that?

Ah.  That user does not have permission to grant privileges to other users.  'USAGE' is a synonym for 'no privileges'.
http://dev.mysql.com/doc/refman/5.0/en/grant.html

So, can I still use login remotely using this account or not?

Thanks guys, I split the points to both of you.  Now I know what to do.