Obviously you are using a totally outdated tutorial. Read the FAQ on apachefriends instead. There is no "security" folder an more.
If you like to change the "root" password (where "root" is the administrative MySQL User), use PhpMyAdmin to do so. But keep in mind, that you have to adapt the PhpMyAdmin configuration config.inc.php as well, otherwise you wont be able to run PhpMyAdmin after changing the root password.