MYSQL, aplly sec set errors 1146 & 1045!?

i had a C:\MySQL installation before, not a real one but some
pythonmysql-installaion i did before.

i just downloaded and installed mysql 5.1 and when i configure on the
last point(apply security settings) i get error 1045: Access denied.
port 3306 cant be blocked by the firewall because i dont have the
firewall on.

now i try again and get error 1146 mysql.servers doesnt exist.

MySQL is located in c:\programfiles as well, should it be directly in
c:\ or it doesnt matter?