Help? Problems after installing mysql4.0

I am very much new to mysql, i just started to learn this now.

I installed the mysql4.0 on windows 2000 using standard installation
(i.e) binary installation. I just gone through the process and selected all
the default options it asked.

After this i went into C:\mysql\bin and double clicked the winmysqladmin icon
then i have came with initial username and password then it minimized to system
tray and then i got it back and then went into the databased button. There i right clicked
i just find these options

flush hosts
flush logs
flush tables
flush threads

but my problem is i cant see the option create database and delete database.

can u please help me to set this right

i just wanted to use mysql for simple database applications using php ( mostly small form applications)

Download something like this:
http://www.mysql.com/products/mysqlcc/

it's free... and works good for basic stuff like what your loking for. Also you can run manual commands from a dos session