Okay so i had a problem with MySQL 5.1 becuase i forgot my password and i will show you how to start new. This might seem like a pointless guide but it was annoying to get rid of it completly.
First Method Uninstalling (Recommended)
First go to Start -> Control Panel -> Folder Options
Once on there click the VIew tab at the top and scroll down and make sure that Hidden files are viewable.
Then go to Start and go to Control Pannel -> Admin Tools -> Services
Once on there find MySQL Stop the service and close the service window
and go to control panel and go to Uninstall Program and uninstall MySQL
Then go to where you saved it (Defualt is Program Files) and make sure the fodler in there is deleted and also check your C Drive before Program files also to be sure run a search on your computer for MySQL and delete any results.
This is a guide for someone on Vista but it should not differ much from XP