Error: can't connect to MySQL

hi,
this is my first steps in learning the PHP. i have a frustrating problem in running MySQL.

when i run MySQL.exe that's located in the path c:\apache\mysql\bin

i get the fpllowing error message

Error 2003 : can't connect to MySQL server on 'localhost' (10061)

what is the problem then?

i had that problem on a win2000 server. i checked i had the right username and password defined in the web sites config file.

Did that help? If not, I was just wondering (this might be peculiar to my own installation, I dunno) - does mySQL.exe ACTUALLY start the database?

For example, to start up mySQL on my machine, I have to open up a DOS prompt and type:

start C:\phpdev\mysql\bin\mysqld-opt.exe

Any use?