Security settings won't take during installation

I am sure this is a very basic thing

I ran the setup programme for MySQL 5 (I have done this previously on
another computer with no problems). When I tried to go through the
configuration wizard all went well and the server service started up but at
the end I got the following:

"The security settings could not be applied to the database because the
connection has failed with the following error
1045 access denied for user root@localhost
etc "

So I cannot connect of course or do anything to the permissions and so on.

I have Win XP SP2 with all the security updates and Apache 1.3 running.

I cannot understand what is happening - 
I am using a different firewall on this computer ZoneAlarm - whereas
previously I had Kerio - but it lists MySql as granted permissions to access
and to act as a server. I even turned off ZoneAlarm before installing but
still get this result.  Reconfiguing just produces the same.

This must be a common problem - and I realise it may have been answered
before but do not know where to look. Please may I request a small amount of
time from someone to point me at the answer?

Thanks 

Adrian 



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