2 questions

[madfitz]

I've been trying to relocate the data directory and have set the permissions for the new location to reflect those of the old.
Every time I try to restart mysqld it shuts down right away. it says it can't find the socket file, though I didn't change it's location physically nor in the /etc/my.cnf file

I've also been interested in upgrading to 4.0.23 however once I got the rpm's it doesn't really say anything about upgrading. I have found I'm still running my old version 3.

I really need to find out how to move the data directory because the default directory is on a drive that's almost full.

[LCValentine]

While I'm certain this isn't what mysql intended (and despite the fact I'm on a Windows box ) If you simply stop the service, keep a copy of your data folder and uninstall 3, then put in 4.0.23 and put the data folder back, your data should be retained.

I'll warn you however that the user.frm, user.MYI and user.MYD files inside the mysql folder (this represents the database) all retain your user information and so if the new mysql has different columns for these tables, you may get some inconsistency.

Considerations:
Keep copies of all folders (databases) inside Data except mysql, and then redo your users and privs.