Hi,
it might be a localhost/ip problem.
Try the following:
insert
a) 127.0.0.1 localhost into your windows\hosts file (system32\drivers\etc\hosts on NT/2K/XP).
b) try the following commands:
mysql -uroot -h localhost
mysql -uroot -h 127.0.0.1
mysql -uroot -h <real ip address>
mysql -uroot -h <hostname>
We once had the problem that we couldnt connect to mysql with localhost but with the real hostname. Afterwards we added some records to the mysql.user table for localhost and after that we also were able to connect with -h localhost or with just mysql -uroot.