>wanted to know if one can write a Function or a procedure in a mysql 4.0.12..???

This is not going to be supported until MySQL 5.

>Also about this data dump, i went to C:\ and typed mysqldump test. .. this thing ran 
>for quite some time but where was the dump finally could figure that out ..

mysqldump will send output to stdout, as such the typical syntax would be along the 
lines of:

mysqldump test > dump.sql

I personally use mysqldump from the mysql\bin folder and as follows:

mysqldump --quick -u root -pmypassword test > dump.sql

Hope that helps.

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