When doing DB work, such as creating databases, tables, or droping tables or records, I use MySQL-Front. It makes things a lot easier to manipulate the database in simple ways. Still use the admin tool for other things, but MySQL-Front helps a lot.
http://www.tucows.com/business/preview/223002.html
Once you have it up and running, all you have to do is right click on your login name on the left of the screen and choose New Database
That'll make the database for you. If it's already there, right click on the database and chose Drop Database.
Once you're set, you'll be ready to source things in through the MySQL command line.