We were running out of the disk space on slave because of relay-bin files, so I stopped the mysql server, deleted the relay-bin files. changed my.cnf file to point the relay log to another location. In Slave status, I noted the 'Relay_Master_Log_File' and 'Exec_Master_Log_Position'. I used them to 'Change Master'. It doesn't work. I get at the prompt, It says Failed to open the relay-log at the old position. How Mysql is still looking at the old files, and how I can change it?