[Access Denied For User ''@'localhost' To Database 'mysql']

Never mind. I have figured out the problem. I did not log in to change the password.

[Access Denied For User ''@'localhost' To Database 'mysql']

I have connected to mysql client. I try to set the password for mysql. However, everytime when I typed in SET PASSWORD FOR 'root'@'localhost' = PASSWORD('WENG');

It shows me "access denied for user''@'localhost' to database 'mysql'. I am really confused where I got wrong.