Setting up MySQL on Mandrake 9.1.
I did this but got stuck in the section in bold font:
urpmi mysql /* this first step did somethings and shutdown
/etc/rc.d/init.d/mysql restart 
/* i came to this folder and typed this but says that
ERROR 2002: Can't connect to local MySQL server through socket '/var/lib/mysql/mysql.sock' (2)
Was i supposed to type all those 3 lines at once? I don't think so.
mysqladmin -u root password 'whatever'