mysql-4.0.25에서 문자셋을 변경하려면 어떻게 해야 하는지요?

latin1 -> euc_kr로 변경하고 싶거든요..

mysql> status
c:\mysql-4.0.26\bin\mysql.exe Ver 12.22 Distrib 4.0.26, for Win32 (ia32)

Connection id: 27
Current database: loadshowcase
Current user: root@localhost
SSL: Not in use
Server version: 4.0.26-nt
Protocol version: 10
Connection: localhost via TCP/IP
Client characterset: latin1
Server characterset: latin1
TCP port: 3306
Uptime: 1 hour 13 min 1 sec

아래와 같이 하면 되는거 아닌가용?

#################################################

mysql> set character_set = euc_kr;
ERROR 1193: Unknown system variable 'character_set'

#################################################