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Python连接数据库为什么不能用utf-8,一用就报错

# coding:UTF-8
import MySQLdb

conn = MySQLdb.Connect(
                        host = '127.0.0.1',
                        port = 3306,
                        user = 'root',
                        passwd = 'root',
                        db = 'python',
                        charset = 'utf-8'
                        )

cursor = conn.cursor()

print conn
print cursor

cursor.close()
conn.close()

Traceback (most recent call last):
  File "C:\Users\yezi\workspace\TestPython\my_Mysqldb\test_connection.py", line 10, in <module>
    charset = 'utf-8'
  File "C:\Python27\lib\site-packages\MySQLdb\__init__.py", line 81, in Connect
    return Connection(*args, **kwargs)
  File "C:\Python27\lib\site-packages\MySQLdb\connections.py", line 215, in __init__
    self.set_character_set(charset)
  File "C:\Python27\lib\site-packages\MySQLdb\connections.py", line 298, in set_character_set
    super(Connection, self).set_character_set(charset)
_mysql_exceptions.OperationalError: (2019, "Can't initialize character set utf-8 (path: C:\\mysql\\\\share\\charsets\\)")