The error that I get on phpMyAdmin is the following
The phpMyAdmin configuration storage is not completely configured, some extended features have been deact
The second button from the left. The one on the right of the house in the image you posted is your logout button.
For your error message try this link in the documentation: http://wiki.phpmyadmin.net/pma/Configuration_storage
Make certain you have a phpadmin control user account created. This is covered in the second paragraph in on the documentation page in the link.