Can't Use CREATE USER As Root?

I've just freshly installed mysql on my debian system. Binary from the repository, didn't have the nerve to do a source installation. I did mysql_install_db, set my root pw and logged in. Of course, I wanted to create a new user. But what do I get?

Your MySQL connection id is 1 to server version: 4.0.23_Debian-7-log

Type 'help;' or 'h' for help. Type 'c' to clear the buffer.

mysql> CREATE USER bla;

ERROR 1064: You have an error in your SQL syntax. Check the manual that corresponds to your MySQL server version for the right syntax to use near 'USER bla' at line 1