1. Point to http://dev.mysql.com/downloads/ in your web browser. In the section listed "MySQL Community Edition," click the link designated as the current release. At the time of this writing, the latest stable release of MySQl is Version 5.0. There is also a beta release, which you can obtain if you don't mind a few bugs. Here is the direct link for the latest stable version.
2. Select the install package for the platform you own. If you are a Windows owner, simply select the "pick a mirror" link to the right of the text that says "Windows (x86)."
3. Follow the instructions and select a mirror near to your geographic location. Click the link to download the file and save it onto your computer.
4. Using a zip extraction program such as WinZip, the free 7-Zip, or the program that comes with Windows, extract the files from the zip to another folder.
5. Access the folder you created and double click setup.exe.
6. Follow the instructions for the installation and when you reach the final prompt that reads "configure mysql server now," check the box next to it. Click Finish.
7. Now we have finished the installation and will begin the configuration. Click "Next."
8. Click the radio button next to "Standard Configuration" and click "Next."
9. Check the "Install As Windows Service" and "Launch the MySQL Server Automatically" checkboxes. Click "Next".
10. Now you need to create a root password you will need to access your server. Type in a password that is not easy to guess and make sure the "enable root access from remote machines" is checked. Click "Next."
11. On this window, click "Execute" to start MySQL and click "Finish."
12. To ensure that MySQL is properly installed, go to your task bar and go to "Start" > "All Programs" > "MySQL" > "MySQL Server 4.1" > "MySQL Command line client."
13. Congratulations on installing MySQl to your system.
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