I've been using MySQL for as long as I can remember using web applications, PHP, and Java. I still can't believe it is open source, which means it's free! Well, at least the Community Server. There is also an Enterprise Server where you receive support and a lot of goodies from the MySQL team for a certain price, but as we're already experts at installing things on Windows, let's try the Community MySQL Edition.
Open your web browser and go to the MySQL downloads web page on http://dev.mysql.com/downloads/. Then, scroll down until you locate the MySQL Community Server Download link, and click on it:
You'll be taken to the MySQL 5.1 Downloads page. Scroll down until you locate the Windows downloads section, and click on the Windows Essentials (x86) Pick a mirror link:
On the Select a Mirror web page, select the No thanks, just take me to the downloads! link:
Scroll down the Select a Mirror web page until you find a mirror near your location, and click on...