General :: How To Install Mysql On Other HDD

I am installing Mysql 5.0 on Centos5.5 on different location. Like by default mysql rpm installs mysql in /var/lib partition but i want to install it on other HDD. So, i created a new partition on new HDD. The problem is in which configuration file of mysql i should change datadir and socket path because there are 4-5 configuration files i.e my-huge.cnf, my-large.cnf, my-medium.cnf, my-small.cnf etc.

I changed path in all these files by adding new datadir and socket line but after modifying mysql is not starting. So, how can we install mysql on other partition and which configuration file we have to do all the changes.