Actually -
the "mysql>" prompt means you have started the MySQL monitor.
(if that came from YOUR system)
Its 'mysql>' BECAUSE you are in the MYSQL MONITOR - its NOT a 'DOS/Windows Command Line - its the MYSQL non-graphical interface. Think of it as a Terminal for MySQL.
now you can process mysql statements/directives
such as:
show databases;
use MySQL;
show tables;
etc.
try it - you will like it.