Please write me an e-mail if the following will not help.

In the XP go to the Service management Panel and check if MySQL is started as a service(it should, if install went trough).

Then if you really want to manage some staff on SQL get your self QueryBrowser from MySQL: it allows to create dbs(schemas) tables etc.

winmysql is just a basic utility to manage some db functions and show stats about mysql server.

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