Exiting mysql through command prompt?

I have just installed mysql and it seems to be running fine in the background. But in the book I am reading - it says that it must be exited from properly and says to do the following:

open the command prompt window > then type in: cd \mysql\bin and press enter.

then type in mysqladmin shutdown and press enter.

When I do this i get a message saying that I do not have the permission to perform SHUTDOWN. I need to know becuse it says in the book that not closing properly can make a mess of things

If you know how i can close it - that would be great

Thank you.