Error Nr. 2003 , ayudaa !!

[Sugey]

Hola tengo el siguiente error, y no se como resolverlo, me sucedio cuando despues de instalar el mysql 5, empeze a configurar, elegi la opcion de server machine y ya casi al final me aparecio este error:

The security settings could not be applied to the database because the connection has failed with the following error.

Error Nr. 2003
Can't connect to MySQL server on 'localhost' (10061)

If a personal firewall is running on your machine, please make sure you have opened the TCP port 3306 for connections. Otherwise no client application can connect to the server. After you have opened the port please press [Retry] to apply the security settings.

If you are re-installing after you just uninstalled the MySQL server please note that the data directory was not removed automatically. Therefore the old password from your last installation is still needed to connect to the server. In this case please select skip now and re-run the Configuration Wizard from the start menu.