Trouble with setting up server

[Phaelax]

Running Win2kpro with mysql server 4.1. I installed the service "mysqld-max-nt.exe", but it won't run. It's set for automatic, but even if I try to activate it manually, it won't. I checked the event viewer and it shows only this:
"The mysql41 service terminated unexpectedly"
Could there be a problem with my config file?

my.cnf

[mysqld]
prompt = mysql\\_\v>\\_
port = 3306 
basedir = C:/MySQL/MySQLServer41/
datadir = C:/MySQL/storage/data/
innodb_data_home_dir = C:/MySQL/storage/data/ibdata/ 
innodb_log_group_home_dir = C:/MySQL/storage/data/iblogs/ 
innodb_data_file_path = ibdata1:10M:autoextend 
# Make table names case sensitive. 
set-variable = lower_case_table_names=0

I was following the tutorial here: http://www.analysisandsolutions.com/code/mybasic.htm#start

When I try to connect from the prompt, I get the error code 10061.

Also, the tutorial doesn't explain what InnoDB tables are. What's the difference with them?