How do I change/set mysqladmin pw from command-line in Win 7?

Question

I tried to do:

mysqladmin -u root password <password>

But I got the following error:

mysqladmin: connect to server at 'localhost' failed.
error: 'Access denied for user 'root'@'localhost' (using password: NO)'

What could be causing this?

This is a new install of MySQL and I have never configured MySQLadmin, or as far as I know I have never done so.

Answer 1

I found another way to do it:

http://dev.mysql.com/doc/refman/5.0/en/resetting-permissions.html#resetting-permissions-windows