Mysql on Ubuntu 10.04 LTS - access denied for user at localhost

[Andrew]

I've installed the mysql-server 5.1 and mysqladmin (on ubuntu 10.04 LTS)
but when I try to access the mysql-server get the error message "ERROR
1045 (28000): Access denied for user 'andrew'@'localhost' (using
password: YES)"

Can anybody throw any light on this please - I've used mysql before, but
admittedly on a CentOS system with no problems!

Andy