That is probably because the MySQL server process has not been started.
try typing net.exe start MySQL from a command prompt. That should display some messages indicating that the service is trying to start, and if it starts, then [b]mysql.exe -u root -p[b] should connect.
thanks, this thread partly helped my problem, I managed to start a second instance of Mysql this way, because the first instance crashed and I can't get it to shutdown, even a reboot won't help.
When I try to start it, it says 'Service already exists' but there is no mysqld in my task manager. Any idea? Reinstalling doesn't quite work.