have to set password in phpmyadmin

Hello!

I am using php4 and mysql and running them in IIS. I installed all in C:.
Then I put phpmyadmin folder into the wwwroot folder. When I login http://www.mysite/phpmyadmin then it display the login page of username & password. If I keep blank those 2 fields it just direct enter to the "welcome page" of the phpmyadmin & doesn't show any option to change password or other option of the mysql. So the problem is any one can login directly to the database of the mysite.

Please tell me what should I do???

Is it for mysql setup (its userid & password), or php setup or itegration os there version or something else???


Please tell me!!!


Regards