[Derision]

Which guide ?

Do you have a c:\mysql directory ? If so, mysql.exe should be in c:\mysql\bin.

You could try start/run/cmd, then type

cd \

dir mysql.exe /s

That will show where your mysql.exe is, e.g.

Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.

C:\Documents and Settings\Steve.P4>cd \

C:\>dir mysql.exe /s
 Volume in drive C has no label.
 Volume Serial Number is 387D-515D

 Directory of C:\mysql\bin

16/03/2003  12:21           294,969 mysql.exe
               1 File(s)        294,969 bytes

C:\>