CREATE DATABASE TrioMotors, What Next

[michb]

Hi, real newbie and I apologize for the idiocy in advance.
Got.
PHP 4.4.4
MySql 4.1
Windows XP Professional.

When I go to CREATE DATABASE TrioMotors at the command prompt, as instructed by the mx tutorial, it throws me out to a -> prompt and not the MySql> prompt the document illustrates.  When I go to populate the database "mysql -uUser -pPassword TrioMotors < insert.sql" I get the message ERROR 1409 (42000): Unknown atabase 'triomotors'.

I'm stuck and any help wpould be appreiated.
Thank you.