No "MYSQL" database created on installation

Hi,

I just (re)-installed MySQL 4.0.25 WinXP Pro. I previously had it installed
but decided to do a clean install because I never really used it the first
time.

I downloaded the installer from mysql's site "mysql-4.0.25-win32.zip" and
ran the install file as I did a few months ago (setup.exe). When I do this
and get to the point where it asks me to do a "mysqlshow", I see the "test"
database, but not the "mysql" database that the docs have pictured:

C:\mysql\bin>mysqlshow.exe
+-----------+
| Databases |
+-----------+
| test      |
+-----------+

I also couldnt setup the any access privileges (because I dont have the
'mysql' database?) and got errors on the (2nd) command:
SET PASSWORD FOR ''@'host_name' = PASSWORD('newpwd');

What the problem is??


By the way, I am using 4.0.25 because this is the same version that my ISP
is using and I want to keep my dev env as similar to prod as possible.

Thanks in advance!


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