After installing MySQL 4.1 I was unable to connect to the MySQL database via PHP. It turns out this was because I set the root password. I tried instructing MySQL to use the old password encryption method by adding these two lines to my.ini but that did not work.

#Use old password encryption method (needed for 4.0 and older clients).
old_passwords

Finally I just uninstalled MySQL 4.1 and reinstalled it without the root password. After doing that everything was fine.

Also I noticed when I uninstalled MySQL 4.0 it did not remove the service. When I installed MySQL 4.1 it complained about the Windows service”MySQL” already being there so I had to install the Windows service “MySQL41”. Then I uninstalled MySQL 4.1 due to the above issue and it removed the “MySQL41” service.

When I installed the second time it thought I was trying to reconfigure the “MySQL” service. I instructed the installer to remove the “MySQL” service. Then I uninstalled and reinstalled a third time and this time I was able to install the Windows service “MySQL41” properly.