Sounds like you need to configure a user that has SHUTDOWN privileges.
From: http://dev.mysql.com/doc/refman/5.0/en/mysqld-multi.html
Make sure that the MySQL account used for stopping the mysqld servers
(with the mysqladmin program) has the same username and password for each
server. Also, make
Dear all,
I am running the official mysql rpms on a sles 9 box, and I am running
multiple versions of mysql servers on different ports. The problem I
am facing is that when i run
mysqld_multi start n
it starts the servers up fine but when i do the reverse :
mysqld_multi stop n,
it doesn't