It may sound silly, but the server may not be started. You can get MySQL to start everytime windows does as a service by issuing the following command at the command prompt:
net start mysql
however the service may not be installed:
From the MySQL manual in the docs directory:
C:\mysql\bin> mysqladmin -u root shutdown
This calls the MySQL administration utility as user `root', which is the default Administrator in the MySQL grant system. Please note that the MySQL grant system is wholly independent from any login users under Windows.
Now install the server service:
C:\mysql\bin> mysqld --install
Obviously you need to change to the directory that MySQL is on using cd commands. I can't remember whether installing automatically starts the server, to check type "net start mysql", if it says service starting then it hasn't started and windows will then attempt to start it. After this everytime windows starts MySQL gets started as a service. If this doesn't work post back.
