Installing MySQL

First extract the package ( mysql-4.0.18-win.zip ) to a temporary directory, then run setup.exe. Keep clicking the next button to complete the installation. By default MySQL will be installed in C:\mysql.

Open a DOS window and go to C:\mysql\bin and then run mysqld-nt --console , you should see some messages like these :

C:\mysql\bin>mysqld-nt --console
InnoDB: The first specified data file .\ibdata1 did not exist:
InnoDB: a new database to be created!
040807 10:54:09 InnoDB: Setting file .\ibdata1 size to 10 MB
InnoDB: Database physically writes the file full: wait...
040807 10:54:11 InnoDB: Log file .\ib_logfile0 did not exist: new to be created

InnoDB: Setting log file .\ib_logfile0 size to 5 MB
InnoDB: Database physically writes the file full: wait...
040807 10:54:12 InnoDB: Log file .\ib_logfile1 did not exist: new to be created

InnoDB: Setting log file .\ib_logfile1 size to 5 MB
InnoDB: Database physically writes the file full: wait...
InnoDB: Doublewrite buffer not found: creating new
InnoDB: Doublewrite buffer created
InnoDB: Creating foreign key constraint system tables
InnoDB: Foreign key constraint system tables created
040807 10:54:31 InnoDB: Started
mysqld-nt: ready for connections.
Version: '4.0.18-nt' socket: '' port: 3306

Now open another DOS window and type C:\mysql\bin\mysql

if your installation is successful you will see the MySQL client running :

C:\mysql\bin>mysql
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 1 to server version: 4.0.18-nt

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql>

Type exit on the mysql> prompt to quit the MySQL client.

Now let's install MySQL as a Service. The process is simple just type mysqld-nt --install to install the service and net start mysql to run the service. But make sure to shutdown the server first using mysqladmin -u root shutdown

C:\mysql\bin>mysqladmin -u root shutdown

C:\mysql\bin>mysqld-nt --install
Service successfully installed.

C:\mysql\bin>net start mysql

The MySQL service was started successfully.


C:\mysql\bin>mysql
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 1 to server version: 4.0.18-nt

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql>

Source : http://www.php-mysql-tutorial.com/