Problem regarding setting MySQL Password! Please help, i'm very new!!

Hi! Before I go on with my questions, here are my lil info.

I'm using:
Windows XP Pro.
MySQL verion 4.0.20a

Okay, I've installed my MySQL successfully and now I'm trying to set up my
security password by following the book.

So I typed c:\mysql\bin\mysql and this show up mysql>
Then I began this DELETE FROM user WHERE Host='localhost' AND User='';
But instead of reciving this: Query OK, 1 row affected (0.46 sec) I got this: Error 1046: No DATABASE SELECTED

What might be wrong??? This is the very first time I use mysql. Please help me!

Thanks,
MIMT

Here's my web (please give comments) ^^ --- http://c_tolkien.tripod.com

you need to USE a databse first - like the error message suggest.... check out the USE keyword.

All you need to do after entering mysql is to type "USE mysql" (no quotes of course!).
By the way, nice site!

Hi,
did you find a solution the problem of ERROR 1046, when trying DELETE FROM user WHERE Host='localhost' AND User="

as I have tried the solutions offered and haven't found that they have made any difference. USE command is good but which
database is the one to try for the user details?
thanks
djb