I cannot "cd" to the directory, if you mean from DOS / CMD . It's as if the directory does not exist. It does not appear when I run a DIR. I can only see it in explorer.
I did try your suggestion to use Run from the start button. I had some luck there - I could navigate to mysqld-nt and stick the --console parameter on it, and it did run, but the console part didn't really happen. I saw a black DOS window flash on the screen and then it disappeared.
I'm not sure how to check my Windows services, but I did check the Processes under Task Manager and I see mysqld-nt.exe listed there - is that what you mean?
Thanks so much for your help.