Find the file "config.inc.php" under your phpMyAdmin directory and edit the following lines:
$cfg['Servers'][$i]['auth_type'] = 'config'; // config, http, cookie
$cfg['Servers'][$i]['user'] = 'root'; // MySQL user
$cfg['Servers'][$i]['password'] = 'TYPE_YOUR_PASSWORD_HERE'; // MySQL password
Note that the password used in the 'password' field must be the same for the MySQL root password. Also, you should check if root login is allowed in this line:
$cfg['Servers'][$i]['AllowRoot'] = TRUE; // true = allow root login
This way you have your root password set.