How to use MySQL? (Question about it)

[Magicloud]

Following the Help Part 2, I setuped the EQEmu, but after I installed (unzip?) MySQL, and copyed the db.sql, ran winmysqladmin.exe, set username / password.

Then ran mysql.exe, but when I "create database eq;", it says "ERROR 1044: Access denied for user: '@127.0.0.1' to database 'eq'",
if I type "create database eq.sql;", it says "ERROR 1064: You have an error in your SQL syntax. Check the manual that corresp
onds to your MySQL server version for the right syntax to use near '.sql' at lin
e 1"

What should I do? (I use mysql 4.1.0-alpha)