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MySQL Configuration Wizard - Don't always trust it...

So, the MySQL Configuration Wizard for making MySQL Easier to use on Windows will just plainly aid in setting up a safe and sound MySQL Configuration. Right? Just run it and you are safe. OK? But thing do break, specifically harddrives and stuff, so to keep your database in shape you have a second set of disks in your Windows machine, for all that data that you do not want to loose in RAID configuration. Or you might even connect, say, your D:-drive to an expensive but safe SAN! Then you run the MySQL Configuration Wizard and tell it to place your InnoDB data files in that D: drive. Phew! Now you are OK! That RAID-set was expensive, but better safe than sorry! Now you can place all that important data into MySQL, and what's left on the C:-drive is just some programs, which can be replaced if necessary, but the data is safe!

NO! That's NOT how it works, not at all. There are two things wrong here:

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