How can I have trouble setting up mysql

Hello
I decided to install 5.x but I cannot seem to get things
going. I run the script "mysql_install_db" which seem fine except
when I try to run the suggested commands:
/usr/bin/mysqladmin -u root password 'new-password'
/usr/bin/mysqladmin -u root -h Home password 'new-password'
I get a variation of :

usr/bin/mysqladmin: connect to server at 'localhost' failed
error: 'Access denied for user 'root'@'localhost' (using password: NO)'

I have tried uninstalling Mysql & starting over but that produces no
change. I haved looked for but cannot find whatever I am missing in
the uninstall process.

Does anybody know the file names I can whack to uninstall mysql
completely?

Thanks for your time.

dkr