MySQL bugging me

[Brood]

I don't know if this is the right forum, but I couldn't really find one appropiate one anyways, so I'll just post this here:

What's up with MySQL? I downloaded it and it starts off fine, butwhen it comes to this part in the readme.html:

4. Now from "Winmysqladmin.exe" select the Database tab and right click the area for Databases and click Create Database.
Type in "eq" as the database name (without the quotes) and click Create database.

... I'm lost. Problem is, I have the tab "Databases", but I can in no way right click on anything to be able to pick "Create Database". It just says "Hide Me", "Win 9x" and "Win NT". No options whatsoever.
And it bugs me a lot that this specific chapter is not explained in details, because I'm at a loss: I can't do what it asks for, even if I'm exact.

Please help with some instructions to MySQL... and sorry if I'm in the wrong forum with this.