- After downloading the latest stable release version of MySQL, locate the setup.exe, and execute it. When prompted choose custom install.
- Choose a path to install it. I recommend keeping to the default, which is c:\mysql.
- Select all components, and continue until done.
- Go to the MySQL folder, and start winmysqladmin.exe
- Choose a username and password for yourself.
- In the console, click on the my.ini tab, and choose "create shortcut in startmenu" option.
- In the my.ini tab, also check that all the configurable options are correct in accordance to your computer.
- Close the admin console and restart it. If admin program runs with a green light, everything fine.
If you'd like to do an Apache, PHP and MySQL install on XP or Vista you can also download XAMMP from http://www.apachefriends.org for a quick full install.