You will have to find the my.ini, look for init_connect, and change it, remove it, or comment it out.
Then, run
net stop mysql
net start mysql
If the values keep getting reset anyway, you have to do the following:
Create a file called C:\mysql_init.sql the the contents
SET GLOBAL init_connect='';
Go back to my.ini and add this line
init_file=C:/mysql_init.sql
then run
net stop mysql
net start mysql
If you do not do this, you will have to run SET GLOBAL init_connect=''; after every reboot
This is funny. I talked about this before : Screwed up MySQL init_connect. Based on that old post of mine, I would check what character sets you are working with.
Perhaps you can put something bogus like
[mysqld]
init_connect='SET autocommit=1'
and restart mysql.