For anyone out there that's looked for a good, simple (yet powerful) relationation database system, no doubt you've come across MySQL. But, if you're still new to the whole installation game, then this new tutorial from DevShed could be of help - MySQL Configuration and Installation (on both Windows and Unix systems).

If you ever wanted to start using the open source MySQL server application on your computer, this article is for you. It will show you how to obtain, install, configure, and test the MySQL server on your system, whether you are running UNIX or Windows. It is excerpted from My SQL The Complete Reference by Vikram Vaswani (McGraw-Hill/Osborne, 2003; ISBN: 0072224770).

He steps through: installation (both from source and a binary), configuring the install, and even shows you how to install on Windows from a source distribution. They give some helpful testing ideas to help you get going too...