Description:
Cf. http://dev.mysql.com/doc/mysql/en/Windows_prepare_environment.html
"MySQL looks for options first in the `my.ini' file, then in the `my.cnf' file. However, to avoid confusion, it's best if you use only one file. If your PC uses a boot loader where the C: drive isn't the boot drive, your only option is to use the `my.ini' file. Whichever option file you use, it must be a plain text file."
Therefore, according to this, my.ini is the best option to use when on Windows (instead of my.conf).
I suggest to rename all the my-*.cnf examples (that were left out from 4.0.20c & 4.0.20d Windows releases) into my-*.ini & to adjust them for Windows platforms (do not put any Unix platform related things into them, like:
"# You can copy this file to
# /etc/my.cnf to set global options,
# mysql-data-dir/my.cnf to set server-specific options (in this
# installation this directory is /usr/local/mysql/var) or
# ~/.my.cnf to set user-specific options.
or
socket = /tmp/mysql.sock"
Moreover, another argument for extension change is the existing Windows association for .cnf files
How to repeat:
1. Install a Windows release that contains the sample .cnf files
2. Open any of them with your favourite text editor => they're containing Unix related information (when it comes to paths).
Suggested fix:
1. Rename all sample .cnf files in .ini files
2. Try to dissociate Windows platform from Unix by providing relevant information (to Windows platform).