For those readers who do not develop PHP on Windows platform WampServer is probably the most popular Apache + MySQL + PHP package for Windows. MySQL Administrator on the other hand, is a part of MySQL GUI Tools package. The problem with this pair, is that they don't want to work together. At least not right out of box.
Connecting the two directly does require editing the Windows registry, so if you're a bit hesitant of that, you might look for other ways to administer the MySQL install that comes with WampServer.