How to change the default database in MySQL

Dear Lazyweb, quick question: once I’ve USE-ed a database in MySQL, how can I un-USE it so I have no default database? Is it even possible?

I'm Baron Schwartz, the founder and CEO of VividCortex. I am the author of High Performance MySQL and lots of open-source software for performance analysis, monitoring, and system administration. I contribute to various database communities such as Oracle, PostgreSQL, Redis and MongoDB. More about me.