MySQL database missing?

[Azn Soldier]

Hello all,
I'm having some problems with getting MySQL running. On my server computer, I'm running a Windows 2000 Professional and I don't have any service packs installed (So basically, I never updated it after reformating my computer) and I installed MySQL v4.0 perfectly fine.

The problem is, when I go to check my databases, I only see "test" and no "mysql" database. I read that it's suppose to have it, and I have no idea what's wrong. Maybe it's cause I haven't updated my service pack to the latest one?

I've installed and reinstalled multiple times, and if I recall correctly, it asks for a password and username from the first time, but after that, it doesn't when I reinstall it. Is that important? And it is, how do I delete the registry keys for MySQL so it would prompt me that again?

Could anyone help me out on how to fix my missing MySQL database? Since I can't find what I'm looking for through the help. Personally, it's too confusing and it doesn't get it's point across. The setup is terrible for new users like myself.

Thanks,

AznSoldier