It sounds like your server is not started. The doc you referred looks like it walks you through starting mysql as a service on XP. Check your Services and make sure it is started. If the service thing doesn't seem to work, just go to the command line and start it manually by typing "mysqld --console". For more info look at section "126.96.36.199 Starting the Server for the First Time" in the help file that comes with mysql (should be in C:\mysql\Docs\manual_toc.html).