Problem with Mysql while making server

[Randymarsh9]

I am trying to set up my own LAN server, and I am following the guide at http://www.eqemulator.net/wiki/wikka...kka=ws1129r222. I am at the step where it says filling up database with info, but I can't get past it. At the part where it says to type in create database peq;
use peq;
source load_player.sql;
and
source peqdb_1129Rev233.sql;
I will always get an error on the source parts saying it can't find them. I think this might be because when it says open the folder you downloaded PEB-DB to using a command prompt, I don't know what it means by that. I found the folder with all of that stuff, but it still says it can't find it when i type it into mysql.
Also, when it says type in mysql -u root -p, where am i supposed to actually type that in? I just opened up mysql manually, which is probably also part of the problem.
Can anyone help me out with this?