MySQL is an open source database management system developed by MySQL AB, http://www.mysql.com. You can download a copy and install it on your local computer very easily. Here is how you can do this:

* Go to http://dev.mysql.com/downloads/mysql/5.0.html.

* Select the "Windows" and "Without installer" version.

* Find a mirror site and download "mysql-noinstall-5.0.24-win32.zip".

* Unzip the file, you will get a new sub-directory, ".mysql-5.0.24-win32".

* Move and rename this sub-directory to mysql.

* The installation is done and your MySQL server is ready.