MySql security settings could not be applied to the database

Hi there,
Yesterday I got this error message during the last step of the MySQL Windows installer and at this moment I don’t have a solution to solve it. I had to reinstall MySQL because of my Windows XP and I never had this error before. Can anyone help me to fix this ? Is there a problem with my new Windows XP ?
Thanks !

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