You can download the latest MySQL server for Windows from http://dev.mysql.com/downloads/

Run the setup and choose the setup type as Typical and install.

STEP 1: Start the configuration wizard after the setup.

STEP 2: In the configuration wizard click next then choose configuration type as detailed configuration.

STEP 3: Now choose the server type as Developer Machine.

STEP 4: Select Database usage as Multifucntional Database.

STEP 5: Now select the path for InnoDB datafile.

STEP 6: For the approximate number of concurrent connections select “Decision Support (DSS)/OLAP”.

STEP 7: Under the networking options select all the check boxes and click next.

STEP 8: Select default character set as “Standard Character Set”.

STEP 9: Again under the windows options select all the check boxes (keep service name as ‘MySQL’).

STEP 10: Now for the security options check the “modify security options” and enter the password of your choice.

Now as the last step we are ready to commit all the configurations and settings - press ‘Execute’ and then press ‘Finish’ to complete the MySQL configuration.

STEP 11: Starting MySql Front-End from command prompt.
Goto Start->run now type ‘cmd‘ and hit enter.
To login to your account type “mysql -u root -p” and hit enter.
Now type your MySql password to start the Front-End.

However I(so would you) prefer to use GUI based Front-Ends like that on MSSQL Server which can be downloaded for free from :
http://dev.mysql.com/downloads/gui-tools

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