Open a DOS window and go to C:\mysql\bin and then run mysqld-nt –console. If you type it in correctly you should see the following.
C:\mysql\bin>mysqld-nt –console
InnoDB: The first specified data file .\ibdata1 did not exist:
InnoDB: a new database to be created!
040807 10:54:09 InnoDB: Setting file .\ibdata1 size to 10 MB
InnoDB: Database physically writes the file full: wait…
040807 10:54:11 InnoDB: Log file .\ib_logfile0 did not exist: new to be created
InnoDB: Setting log file .\ib_logfile0 size to 5 MB
InnoDB: Database physically writes the file full: wait…
040807 10:54:12 InnoDB: Log file .\ib_logfile1 did not exist: new to be created
InnoDB: Setting log file .\ib_logfile1 size to 5 MB
InnoDB: Database physically writes the file full: wait…
InnoDB: Doublewrite buffer not found: creating new
InnoDB: Doublewrite buffer created
InnoDB: Creating foreign key constraint system tables
InnoDB: Foreign key constraint system tables created
040807 10:54:31 InnoDB: Started
mysqld-nt: ready for connections.
Version: ‘4.0.18-nt’ socket: ” port: 3306
Open another DOS window and type C:\mysql\bin\mysql
If your MySQL is working you will see the following:
C:\mysql\bin>mysql
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 1 to server version: 4.0.18-nt
Type ‘help;’ or ‘\h’ for help. Type ‘\c’ to clear the buffer.mysql>

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Thanks for the Blog Brunzone!! Just wanted to note to those readying that this is targeted towards the windows platform.. I guess the c:\ makes it obvious, but wanted to point that out… Linux install is not to much different in any case…