Error Removing Anonymous Accounts

[Carlos Mennens]

I installed MySQL 5 today and started by setting up root passwords for
all three root accounts:

mysql> select User, Password, Host, Create_priv from user;
+------+-------------------------------------------+-----------+-------------+
| User | Password                                  | Host      | Create_priv |
+------+-------------------------------------------+-----------+-------------+
| root | *3B657EF5C969760D3CF4E42931FDCE507F26D2A1 | localhost | Y           |
| root | *3B657EF5C969760D3CF4E42931FDCE507F26D2A1 | ghost     | Y           |
| root | *3B657EF5C969760D3CF4E42931FDCE507F26D2A1 | 127.0.0.1 | Y           |
|      |                                           | localhost | N           |
|      |                                           | ghost     | N           |
+------+-------------------------------------------+-----------+-------------+

Now my question is when I follow this 'Anonymous Account Removal' guide:

http://dev.mysql.com/doc/refman/5.0/en/default-privileges.html

I get the following error:

mysql> DROP USER '';
ERROR 1396 (HY000): Operation DROP USER failed for ''@'%'

Any help is greatly appreciated!