where is my my.cnf files??

[Hiu Yen Onn]

hi,
i compiled mysql-4.1.7 from source. actually, i want to configure a 
mysql cluster. from the documentation, i need to add some flag into a 
file called "my.cnf". i searched through the files. it consisted of 
my-small.cnf, my-medium.cnf, my-huge.cnf. but, i cant see the file 
my.cnf file. where does it located???? pls enlighten me..thanks


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