MySQL error 1045

[Juju]

Ok, i am trying to set up my own server at the moment, and i keep on running into a little problem. When i try to give grant to my user name and such, it keep so on giving me the error 1045, i have followed the setup a server with EQEmu 5.X guide in the "how to section" step by step. I am currently running under windows ME, when i load up MSDOS command window i do cd\mysql\bin, which takes me to the next command line, then i do "mysql -root mysql" which brings me to the MYSQL command lines. when i do that, i enter "grant all privileges on *.* to (insert my username)@localhost identified by '(insert password)' with grant option; and i get the following error "access denied for user: '@localhost' <Using password: NO>.
Ive tried many different things, like doing it a little out of order, since i found out that you can do it which ever way you want until you load up the server itself. I have done the grant command just fine on my brothers computer (Windows XP), but when i do it on my computer (Windows ME) it doesn't seem to work. I've searched around the forums a bit, and couldn't find much help, but if i could get help or maybe a link that could possibly help my situation, i would be greatful. Thanks and my computer is not networked with my brothers computer in anyway, if that makes a difference.