After I went through the following steps successfully,
(The previous problem I had regarding inability to untar files was solved by 
downloading stuff on that computer where it was untarred. Before that I was 
trying to untar stuff downloaded on to a samba share !!!)
shell> groupadd mysql
shell> useradd -g mysql mysql
shell> gunzip < mysql-VERSION.tar.gz | tar -xvf -
shell> cd mysql-VERSION
shell> ./configure --prefix=/usr/local/mysql
shell> make
shell> make install
shell> scripts/mysql_install_db
shell> chown -R root  /usr/local/mysql
shell> chown -R mysql /usr/local/mysql/var
shell> chgrp -R mysql /usr/local/mysql
shell> cp support-files/my-medium.cnf /etc/my.cnf
for
shell> /usr/local/mysql/bin/safe_mysqld --user=mysql &
I get,
[1] 15387
[root@calamity /root]# Starting mysqld daemon with databases from 
/usr/local/mysql/var
020314 09:47:12  mysqld ended


[1]+  Done                    /usr/local/mysql/bin/safe_mysqld
then when I try to,
./mysqladmin -u root password 'passwd'
I get,
./mysqladmin: connect to server at 'localhost' failed
error: 'Can't connect to local MySQL server through socket '/tmp/mysql.sock' 
(2)'
Check that mysqld is running and that the socket: '/tmp/mysql.sock' exists!

Please advise. I have many more things to do including setting up php and 
apache. Would also appreciate links to those as well.

Also how can I specify RPMs to install to a particular directory like 
/usr/local/mysql. There was an option,
rpm --dbpath <path>. So could I do a,
rpm -Uvh --dbpath </usr/local/mysql> rpm
then ??????????????????????????????????

Thanks.

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