Then most likely you’ve been sloppyily setting up configurations – this was my case at least :/.
First make sure phpmyadmin is installed, then include its configuration file (httpd-phpmyadmin.conf) in your apache’s httpd.conf. On a Mac, httpd-conf will probably be in /opt/local/apache2/conf, and httpd-phpmyadmin.conf in conf/extra. If that’s the case for you, add this to httpd.conf:
# Local access to phpmyadmin installation
Include conf/extra/httpd-phpmyadmin.conf
This probably won’t be an issue if you use something ready-to-go like MAMP or Zend for your LAMP stack, but if you use MacPorts or Homebrew, something like this might come up.