setting the value of a system variable.

hi all,
i am running mysql version 4.0.16-nt. now, i am connected to the server and
i build some tables etc etc. everything is fine.

i run the command "show variables". it executes fine and shows me the values
of all the variables on the server. now if i try and change the value of the
variable tmpdir using the set command, it tells me unknown "error 1193:
system variable tmpdir". help needed here........

another point, the variable "tmpdir", points to the dir c:/windows/temp. i
put a text file in that dir and try to load some data from that file into a
table, and i get an error "file not found". help needed
here as well please.

thanks in advance.
sanjay.