Setting up your MySQL root password is easy. On a new installation, enter the following command:
CODE:
mysqladmin -u root password your_root_password
* your_root_password is whatever password you want to set to.

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If that doesn't work, try this:
CODE:
mysqladmin -h server1.example.com -u root password you_rroot_password
* your_root_password is whatever password you want to set to.