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down vote
In my case I had a previous mySQL server installation (with non-standard port), and I re-installed to a different directory & port. Then I got the same issue. To resolve, you click on home + add new connection.
If you need to know the port of your server, you can find it when you start My SQL command line client via All Programs -> MySQL -> MySQL ServerX.Y -> MySQL X.Y Command Line Client and run command status (as below)