Error 1045 Access Denied - Newbie Error

[GeekyGirl]

I wanted to secure my MySQL database so under the administration section, I added a password for logging into the server.  Now, when I try to enter, I get the following error:

#1045 - Access denied for user 'root'@'localhost' (using password: NO)

I did a search on the forum and found this reply:

[color=red][i]Add the -p command after -u root

So its
mysql -u root -p
When you hit return it should now prompt for the password for the root user.[/i][/color]

This is where I'm really a newbie when it comes to PHP, MySQL, PHPMyAdmin, etc.  What file am I changing this in?

I installed WAMP using the wampserver.com package and am using PHPMyAdmin to set up my database.  I tried looking at the My.ini and PHP.ini but nothing seemed to be what I was looking for.

Can someone please direct me on where I make this change so I can get back into my database?

Thanks