Another MySQL Help Thread

I have been following a guide to setting up your own web server (http://www.webdevinfo.com/articles/41/5) and I have installed apache and PHP and they both work fine. I tried to install MySQL however, it will install, and I go to run winmysqladmin.exe (like the guide says) and it gives me an error
"This application has failed to start because LIBMYSQL.dll was not found. Re-installing the application may fix this problem."
I've already tried re-installing MySQL (I propperly used the add remove progs to get rid of it) and still nothin.
Also, I did a search on my machine for LIBMYSQL.dll and it found 4 files, 2 in my PHP folder and another 2 in seperate folders in my MySQL folder.
Does anyone have any idea what has gone wrong?
Cheers for your help :)

Oppps, fixed my own problem.
I copied LIBMYSQL.dll from mysql\lib\opt\ into mysql\bin\ and it started up fine.
Why didnt LIBMYSQL.dll get installed there in the first place if it is needed?

Maybe the paths weren't configured properly? I've never tinkered with it on my own rigs so I haven't got a clue to be honest.