I've been working on this for 3 days now and have about had it. Can someone please help me!?

I've installed 3 versions of MySQL from both rpm and binary. Currently working with the binary distro 'mysql-standard-4.1.1-alpha-pc-linux-i686'. No matter which version I get the same error messages:
<snip>
[root@localhost mysql_root]# ./bin/mysqld_safe --user=mysql &
[1] 18876
[root@localhost mysql_root]# Starting mysqld daemon with databases from /var/lib/mysql
040426 21:15:05 mysqld ended
[1]+ Done ./bin/safe_mysqld
[root@localhost mysql_root]# ./bin/mysqladmin version
./bin/mysqladmin: connect to server at 'localhost' failed
error: 'Can't connect to local MySQL server through socket '/tmp/mysql.sock' (2)'
Check that mysqld is running and that the socket: '/tmp/mysql.sock' exists!
</snip>
Some FAQ's:
No, the mysqld is not running. (and as you can see, it won't start)
No, the /tmp/mysql.sock file does not exist.
Yes, I read the manual (too many times maybe?)
O/S: Redhat AS
Which log file would give me an idea of what's going on?
I've installed MySQL many times over the years and have never had this much trouble before. I'm about to bag the whole thing and just install Oracle, which I think is just overkill (besides, it's HUGE!). Any suggestions?
Thanks,
-M