judging by the error message you didn't change your directory, you missed this part after the following line:
Click Start->Run-> and type in cmd to bring up your command prompt
Now type in cd\peqdb
You should be at C:\peqdb>
Now type in
mysql -u root -p
and type in your password (from the Instance Configuration Wizard)
You will now see something like this,
Welcome to MySQL monitor. Commands end with ; or \g
Your MySQL connection ID is 2
Server Version: 5.0.37-community-nt MySQL Community Edition <GPL>
Type help; or \h for help. Type \c to clear the buffer.
mysql>
If that is correct, you now need to type in the following commands, pressing enter after each line.
Note: changed in accordance with [
http://eqemulator.net/forums/showthread.php?t=23536∞]
create database peq;
\u peq
source load_player.sql