Port 3306 - Can't Get Started

I have tried to install MySQL 4.0.14 on my Pentium 1.7Ghz running WindowsXP
Professional.

the installation ran through without any problems.

However, every command gives an error:
C:mysqlin>mysql
ERROR 2003: Can't connect to MySQL server on 'localhost' (10061)

C:mysqlin>mysql --install
mysql: ERROR: unknown option '--install'

C:mysqlin>mysqladmin -u root shutdown
....failed - and it suggested I telnet localhost 3306

C:mysqlin>telnet localhost 3306
Connecting to localhost...Could not open connection to the host, on port
3306: Connect failed

C:mysqlin>mysqladmin test
mysqladmin: connect to server at 'localhost' failed.