Greetings nawin,
I just had to do a MODx install on Godaddy hosting a few minutes ago for a client.
OK...so you’ve uploaded your unzipped MODx files to the server? Next, in your Hosting Control Panel of Godaddy, go to Databases-->MySQL. Once there, click "Create Database". Once you’ve created a new database and it has set up, click on the edit icon to the right of the name of the database you’ve just created (there should be a pencil icon and a "x" icon next to each other...click the pencil icon). Inside you’ll see "MySQL Database Information"...these are the values you’ll plug in while setting up MODx.
Host Name: put this value in for hostname
Database Name: put this value in for database
User Name: put this value in for user name
etc.
Hope this helps...it worked fine for me.
I installed MODx on a Godaddy Deluxe hosting a few months back and remember it being the biggest pain. Their settings were difficult to navigate around. Here’s one of the problems I ran into and was able to get help from the MODx community to fix it:
http://modxcms.com/forums/index.php/topic,18070.0.html