Yea this happens to me sometimes aswell.
I use Johns ready server and when it happens I uninstall the mysql service and uninstall xampp (for php and mysql) then extract an orginal of mysql, reinstall xampp and and then reset the privileges.
But anyway It seems by your post that you havn't had it up yet so make sure the correct database is configured in the ini files and also make sure that ODBC is in the privileges.
If it isn't just type in
grant all on my.* to 'ODBC'@'localhost';
In either phpmyadmin or navicat's command.
I am also running Vista
Hope this helps,
TrImAn