By A Web Design
Open MySQL Command Line Client by clicking Start -> All Programs -> MySQL -> MySQL Server 5.1 -> MySQL Command Line Client as shown in Diagram 1.

Diagram 1: Opening MySQL Command Line Client
The MySQL Command Line Client opens up and prompts for a password as shown in Diagram 2. Type the password for the root user and press Enter.
Diagram 2: Password prompted by MySQL Command Line Client
Once verification of password is done and the user is authenticated, the command prompt changes to mysql> as shown in Diagram 3.

Diagram 3: MySQL connection made
This indicates that the operating system is no longer listening for user commands but it is the MySQL character based client tool that is listening for user commands.