I don't know how this will work later on in the chapter, but after struggling for many days with archaic versions of MySQL and no connection (can't find tables, error messages etc.,) this download appears to at least have me connected to a MySql 5.0 database in the same way as the book. At least it is step one...
http://www.devart.com/dbx/
It's a trial version and only works for 30 days, but that at least gets you through your assignment ... if it works!
Good luck. If anyone finds a better method, please publish it here!