Hey all --
[quote]It's possible that you had some components installed previously, or maybe just hit Enter at the wrong time? [/quote]
Yes, I think that's what happened. But I had tried to 'Completely Uninstall' MySQL before, and still couldn't get it to ask me for a password.
Tonight, I did a 'Complete Uninstall' on mysql-server, mysql-server-5.1, mysql-server-core-5.1, and mysql-common, then rebooted, then reinstalled them -- and that worked!