xp server problem

[Cupofjava1961]

Can someone tell me how to set the server up and running under xp. I keep  
getting error:0 when I try to configure mysql 4.1. I just want to run mysql  on 
my local machine for practice. 
Any suggestions would be greatly appreciated. I can't seem to get the  
service running at all. I understand that on microsoft machines the service is  
automatically started when you boot the machine, and I had it running for a  
while 
and then it just went away and stayed away. 
 
thanks in advance