On my computer, I installed MySQL in c:\mysql\
The error log is here:
c:\mysql\logs<computer name>.err
With a computer name of 'server1', it would be:
c:\mysql\logs\server1.err
Look in there around the time it happened, or search for some keywords.
I'm guessing possible causes for this error are permissions settings, whether in the MySQL privilige table or actual file permissions on that directory.