I am trying my best to install this service properly without getting confused or screwing it up.

I tried following a couple tutorials but ran into some problems

First
http://www.analysisandsolutions.com/...ybasic.htm#new

Then

http://www.devside.net/web/server/win32/mysql-bin


Now, I have installed the service but running the setup.exe and it default put it at c:\mysql

Now picking which one I need to run is the hard part.

I tried going to Start> Control Panel> Administrative Tools> Services> then selecting Mysql and hitting START, according to the first link above. But I get an error and it says I have to edit the my.cnf file. I don't even know where to go.

Can someone offer me an easy step by step idea of how to get this going. I plan on using it with Coldfusion mx.

Thanks
Bryan