When installing MySQL for Windows using the MSI, the location of my.ini is expected to be C:/ProgramData/MySQL/MySQL Server 5.1.
Please run the following in a DOS Window:
cd C:/ProgramData/MySQL/MySQL Server 5.1
dir *.ini
You will see some sample my.ini files. However, if there is no file named my.ini in that folder, you must create one. Whether one exists or not, please run this:
cd C:/ProgramData/MySQL/MySQL Server 5.1
notepad my.ini
If you are asked to create it, please do so. Continue reading