[ale] mysql question

[Jim]

This has bothered me for a long time.  I add a user to mysql and it 
can't log in.  The user is added as "any host", but that seems to be a lie.

See:
GRANT SELECT , INSERT , UPDATE , DELETE , CREATE , DROP , FILE , INDEX , 
ALTER , SHOW DATABASES , CREATE TEMPORARY TABLES , LOCK TABLES , EXECUTE 
ON * . * TO 'jim'@'%'
IDENTIFIED BY '************'
WITH MAX_QUERIES_PER_HOUR 0 MAX_CONNECTIONS_PER_HOUR 0 
MAX_UPDATES_PER_HOUR 0 ;

( I used phpmysql to add that user)

bash-3.00$ mysql -u jim -p
Enter password:
ERROR 1045 (28000): Access denied for user 'jim'@'localhost' (using 
password: YES)

I've never gotten that to work.  If I grant the above to jim at localhost 
it works.  Why does mysql say that % means any host when it doesnt' 
really mean that?

Thanks,
Jim.