Need install help please

In the readme.txt it says:

2. Create the tables for the guestbook:
mysql -u<user> -p<pass> <database> < guestbook.sql
Or use the script 'install.php' -> http://www.yourDomain.com/guestbook/install.php

I can´t get the script working:

Warning: mysql_connect(): Can't connect to MySQL server on 'localhost' (10061) in d:\customers\xxxxxxx.se\wwwroot\guestbook\install.php on line 220
Cannot connect to database
--------------------------------------------------------------------------------

MySQL Error : Cannot connect to database
Error Number: 2003 Can't connect to MySQL server on 'localhost' (10061)
Date : Mon, March 22, 2004 20:40:58
IP : xxx.xxx.xxx.xxx
Browser : Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; .NET CLR 1.1.4322)
Referer : http://www.xxxxxxxx.se/guestbook/install.php
PHP Version : 4.3.2
OS : WINNT
Server : Microsoft-IIS/5.0
Server Name : www.xxxxxxxxxx.se

How do I put in the lines in the database manualy, it only says:
Create the tables for the guestbook:
mysql -u<user> -p<pass> <database> < guestbook.sql

Please be precise

Regards

Chrille