Error Nr. 2003 : Can't connect to MySQL server on 'localhost' (10061). I'M DESPERATE!!! HEEEEEELP!!!

[Jacques Brouton]

Ok...
I have this error me too and keep getting it :
==========
The security settings could not be applied to the database because the connection has failed with the following error.

Error Nr. 2003
Can't connect to MySQL server on 'localhost' (10061)

If a personal firewall is running on your machine, please make sure you have opened the TCP port 3306 for connections. Otherwise no client application can connect to the server. After you have opened the port please press [Retry] to apply the security settings.

If you are re-installing after you just uninstalled the MySQL server please note that the data directory was not removed automatically. Therefore the old password from your last installation is still needed to connect to the server. In this case please select skip now and re-run the Configuration Wizard from the start menu.
========


I've tried anything I've found on the Internet, except reinstalling my OS (Win2k). And I really don't want to ge there!
NOTE : I'M NOT A NEWBIE (until prooved otherwise)
Go fetch a cofee (or a beer), here is my story :

I had "MySQL v4.1.6" installed and running. Life was good.
One day, my app couldn't connect to my database. I thought I had a bug. After searching for a while why I couldn't connect to the server, I ran MySQLCC (MySQL Control Center) to see what was happenning. Surprise! I had this damn error.
Then the fun began...

- I don't have any firewall
- I tried to telnet my port 3306
- I uninstalled/reinstalled after having :
- deleted any file related to MySQL on my whole computer
- deleted all the reg key named MYSQL (except LEGACY_MYSQL, LEGACY_MYSQL41 and LEGACY_MYSQL5 which really don't want to go)
- tryed to change the port (to 3307 and 3309)
- tryed to rename the service (MySQL41, MySQL5)
- deleted the service with Cygwin
- deleted the service with Service Installer (SRVINSTW.EXE)
- installed ODBC v3.51
- downloaded the last verion (MySQL v4.1.10a) and installed this one instead
- used the custom, minimal, detailed, etc. configuration
- change the installation folder to C:\mysql
- prayed Jesus
- changed my religion to Islam and prayed Allah
- converted myself to voodoo and tortured my voodoo doll at the effigy of MySQL developper
- asked for forgiveness at a Buddhist temple
- Ran many time the MySQL Server Instance Config Wizard changing each time some settings, deleted myANYTHING.ini (except mytemplate.ini), etc.
- I surely forget something, because I stopped counting the number of time I uninstalled/reinstalled
- Even my mother couldn't help me out!

Each time I reinstalled it, it gave me :
OK - Prepare configuration
OK - Write configuration file
OK - Start service
X - Apply security setting

If someone could help me, I could even give him/her free sex in reward. (Please note that I'm not serious here... I still charge for this).

Thanks in advance for you help, advice, hint. Even word of support would be appreciated. :-)