Wow, I hate this.

Reset the password to pre-4.1 style for each user that needs to use a pre-4.1 client program. This can be done using the SET PASSWORD statement and the OLD_PASSWORD() function: mysql> SET PASSWORD FOR
-> 'some_user'@'some_host' = OLD_PASSWORD('newpwd');
Alternatively, use UPDATE and FLUSH PRIVILEGES: mysql> UPDATE mysql.user SET Password = OLD_PASSWORD('newpwd')
-> WHERE Host = 'some_host' AND User = 'some_user';
mysql> FLUSH PRIVILEGES;
Substitute the password you want to use for ``newpwd'' in the preceding examples. MySQL cannot tell you what the original password was, so you'll need to pick a new one.
I goto \mysql\bin\ and type "mysql SET PASSWORD FOR root@localhost = OLD_PASSWORD(mynewpassword);". It doesn't say anything like "invalid parameter" but it acts like it by showing all the parameters, like -s blabla. Well I continue to finish it by typing UPDATE bla and FLUSH bla, but it still says that the client does not support bla. I also tryed the other methods.