I tried to do:
mysqladmin -u root password <password>
But I got the following error:
mysqladmin: connect to server at 'localhost' failed.
error: 'Access denied for user 'root'@'localhost' (using password: NO)'
What could be causing this?
This is a new install of MySQL and I have never configured MySQLadmin, or as far as I know I have never done so.
I found another way to do it:
http://dev.mysql.com/doc/refman/5.0/en/resetting-permissions.html#resetting-permissions-windows