For the 1045 error, you may have had MySQL installed before and didn't completely uninstall it. In that case it uses the old root password. Either make sure you uninstall completely or do what Werebat said.
It's possible the directory layout changed for 5.5. The simple fix is use an older version, like 5.0 or 5.1. If you can't or don't want to do that then you'll need to do some detective work to find where the files you need are stored now.
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