I have seen tons of posts with people having the same problem as I have but none of their fixes work. I'll post all the info I can to help you better understand where I am.

Mysql: Ver 8.40 Distrib 4.0.24, for pc-linux-gnu on i686

./mysqladmin ping
mysqld is alive

[andyem@linux bin]$ ./mysqladmin create database
./mysqladmin: CREATE DATABASE failed; error: 'Access denied for user: '@localhost' to database 'database''

tried to login as the mysql user and heres what I get:
[mysql@linux bin]$ ./mysqladmin create database
./mysqladmin: CREATE DATABASE failed; error: 'Access denied for user: '@localhost' to database 'database''

I also made a softlink ( ln -s /var/run/mysql.sock /tmp/mysql.sock) to relink the `/tmp/mysql.sock', which fixed the first issue I was having

I also tried this to login: [mysql@linux andyem]$ /usr/local/mysql/bin/mysqladmin -u mysql -p password
Enter password:
/usr/local/mysql/bin/mysqladmin: connect to server at 'localhost' failed
error: 'Access denied for user: 'mysql@localhost' (Using password: YES)'

Here is my last log from my /var/log/mysqld.log file:

050522 03:27:21 mysqld started
Cannot initialize InnoDB as 'innodb_data_file_path' is not set.
If you do not want to use transactional InnoDB tables, add a line
skip-innodb
to the [mysqld] section of init parameters in your my.cnf
or my.ini. If you want to use InnoDB tables, add to the [mysqld]
section, for example,
innodb_data_file_path = ibdata1:10M:autoextend
But to get good performance you should adjust for your hardware
the InnoDB startup options listed in section 2 at
/usr/libexec/mysqld: ready for connections

Here are the setup instructions I used:

#cd mysql-x.xx.x.
#./configure –prefix=/usr/local/mysql –localstatedir=/usr/local/mysql/data –disable-maintainer-mode –with-mysqld-user=mysql –enable-large-files-without-debug
#make ; make install
#/usr/sbin/groupadd mysql
#/usr/sbin/useradd -g mysql mysql
#./scripts/mysql_install_db
# chown -R root:mysql /usr/local/mysql
# chown -R mysql:mysql /usr/local/mysql/data
#vi /etc/ld.so.conf
/usr/local/mysql/lib/mysql
#/usr/local/mysql/bin/mysqld_safe –user=mysql &
#/usr/local/mysql/bin/mysqladmin -u root password new_password

I honestly don''t know whatelse to do can anyone please help me out. If there is anything else I can include please feel free to ask me and I'l include it. This is my last step in the apache/php/mysql combo. Thanks in advance

You need to login as the MySQL root user with the password you supplied in the following line:

#/usr/local/mysql/bin/mysqladmin -u root password new_password

Once you've logged in as MySQL root, you can configure nonpriviliged MySQL accounts. Do not confuse the MySQL users with system users.