MySQL C++ Connector & my MySQL server

Today I've tried to install MySQL C++ Connector for Windows (http://www.mysql.com/downloads/connector/cpp/ also check this website: http://forge.mysql.com/wiki/Connector_C%2B%2B and this one: http://dev.mysql.com/tech-resources/articles/mysql-connector-cpp.html). Ok, but lets get back to my experience with MySQL C++ Connector. The problem is that I couldn't make it work on Windows. I've copied mysqlcppconn.lib & mysqlcppconn.dll to my project's directory. Those files were included into my project. I've successfully compiled the project. But when I tried to run the program I got an exception - my program can not connect to MySQL web server. And I don't know why :/ So, I used MySQL C API functions in my C++ application. It worked ;)