MySQL Installtion problem

[spotonukraj]

Hi

is any 1 know how to solve this problem, when i installing mysql 5.0.45 at the end of installtion i got error like error:2003 unable to connect localhost (10061).  its say to 
open port 3306. after i open the port and try it again its giving again same error. so i again open the port and click retry.  its showing message:

connection successful.
securtity update : successful.

but when i use some command in dos mode to check like mysqltest.exe, mysql.exe
mysqlshow.exe its giving error 1045: access denied for user@localhost
same error coming  developemnt as well.

regards