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/5.1.html.
* Select the "Windows" and "Without installer" version.
* Find a mirror site and download "mysql-noinstall-5.1.50-win32.zip".
* Unzip the file, you will get a new sub-directory, ".mysql-5.1.50-win32".
* Move and rename this sub-directory to mysql.
* The installation is done and your MySQL server is ready.