Your Are correct

Thanks Again
Excuse me for being a n00b .... Windows is not my bag

a Linux version would be nice

and a lot more robust and easier.
Note: I had to change one other thing for it to work with my version of MySQL.
mysql> SET PASSWORD FOR
-> 'some_user'@'some_host' = OLD_PASSWORD('newpwd');
and this is because MySQL 4.1 and up uses an authentication protocol based on a password hashing algorithm that is incompatible with that used by older clients. If you upgrade the server to 4.1, attempts to connect to it with an older client may fail.
You need to do this for every user or change the default behavior.