This installation is for Mysql 4 on Windows. Download Mysql 4 from http://dev.mysql.com/downloads.

Run the MSI file and use the following settings

* Typical Setup
* Skip Sign-Up
* make sure “Configure the MySQL Server now” is checked
* “Detailed Configuration”
* “Developer Machine”
* “Multifunctional Database”
* “InnoDB Tablespace Settings” - leave everything default
* “Decision Support (DSS)/OLAP”
* make sure “Enable TCP/IP Networking” is checked and leave the port number at 3306 (at this point, if you have a firewall, it will usually try to access itself on the localhost)
* “Standard Character Set”
* check “Install As Windows Service”
* enter your root password and I would recommend leaving “Enable root access from remote machines” unchecked
* then hit “execute” and it’ll install and set it up.

Some MySQL commands are given below to manage your MySQL databases 

Step 1 

Create database 

CREATE {DATABASE | SCHEMA} [IF NOT EXISTS] db_name

    [create_specification] ...

create_specification:

    [DEFAULT] CHARACTER SET [=] charset_name

  | [DEFAULT] COLLATE [=] collation_name

Create database db_name;

Step 2

Create user
CREATE USER user [IDENTIFIED BY [PASSWORD] 'password']
    [, user [IDENTIFIED BY [PASSWORD] 'password']] ...
Create user db_user identified by ‘db_passswd’;

Step 3

Grant privileges
GRANT priv_type [(column_list)]
[, priv_type [(column_list)]] …
ON [object_type]
{
*
| *.*
| db_name.*
| db_name.tbl_name
| tbl_name
| db_name.routine_name
}
TO user [IDENTIFIED BY [PASSWORD] ‘password’]
GRANT ALL ON *.* TO ’someuser’@’somehost’;
GRANT SELECT, INSERT ON *.* TO ’someuser’@’somehost’;

Step 4
Remove database user
DROP USER user;

Step 5

Set password for database users
SET PASSWORD FOR ‘alan’@'%.loc.gov’ = PASSWORD(’newpass’);

That is equivalent to the following statements:
UPDATE mysql.user SET Password=PASSWORD(’newpass’)
WHERE User=’alan’ AND Host=’%.loc.gov’;
FLUSH PRIVILEGES;