Relay Logs

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I keep getting these error messages, but cannot seem to cure the =
problem. I don't know why it is looking in C: because I have accepted =
all of the defaults. Here is the log from a service shutdown at 13:34 =
and restart at 13:36. Any hints?

050929 13:34:44 [Note] C:\Program Files\MySQL\MySQL Server =
4.1\bin\mysqld-nt: Shutdown complete

050929 13:36:31 [ERROR] Failed to open the relay log 'c:\relay.000001' =
(relay_log_pos 4)

050929 13:36:31 [ERROR] Could not find target log during relay log =
initialization

050929 13:36:31 [ERROR] Failed to initialize the master info structure

C:\Program Files\MySQL\MySQL Server 4.1\bin\mysqld-nt: ready for =
connections.

Version: '4.1.14-nt-log' socket: '' port: 3306 Official MySQL binary

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