Mac OS X 10.4 mysql_install_db troubles

I installed version 5.0.19 for OS X 10.4. In the documentation, it says
it runs the mysql_install_db script for you. I started the server and
ran the test it told me (mysqlshow mysql) and it gives me an error. So,
I just do (mysqlshow) and it's missing the mysql database! The only two
databases I see are information_schema and test. So i re-ran the
mysql_install_db script again and it still didn't add the mysql
database. Any ideas??