"SHOW CHARACTER SET;" fails.

[Maxim Vexler]

I run mysql-4.0.24 on a gentoo x86 system.

I'm reading and trying to follow this manual page : http://dev.mysql.com/doc/mysql/en/charset-mysql.html

Whey I try to do "SHOW CHARACTER SET;" either in "mysql>" or in phpmyadmin I get an error.
The mysql> error looks like this :

$ mysql -u root -p
Enter password:
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 30462 to server version: 4.0.24

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql> SHOW CHARACTER SET;
ERROR 1064: You have an error in your SQL syntax. Check the manual that corresponds to your MySQL server version for the right syntax to use near 'CHARACTER SET' at line 1
mysql>


What have I done wrong ?
Thank you, maxim.