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Installation of MySQL on a windows XP machine. The installation guide from the MySQL site is a good place to start. Go to MySQL and download a recent version of their install package for Windows and follow the instructions on the windows install guide.
After installing the MySQL binary you must create and edit the MySQL option file. I just ran up the MysqlAdminTool and it created the file for me. And because I used the default install location c:/mysql the file was created with the correct paths. I tried running up MySQL from a dos prompt at this point and the shell just hung. You have to configure the innodb (or put a line in your option file to ignore it) before you can start MySQL.
InnoDB provides transaction capability for MySQL. It requires two directories created on your local drive, c:/ibdata and c:/iblogs once these are created you can add the innodb configuration to your option file. The MySQL site has good instructions for doing this. Check out a copy of my my.ini file.
Once you have innodb configured, try running it from a dos prompt.
c:/mysql/bin>mysqld-max --standalone --console
should do the trick.
Once you have MySQL up and running you should tighten down the security, follow their directions to do it. if you do a 'select user,host,password from user;' on the MySQL database you can see which users dont have a password set. Ensure that there is a password for all users on % host (this is the worldly host ie:goldhour@www.fark.com) Localhost users probably dont need a password, but it is a good idea to set them up anyway.
Once you have tightened down the security, add a few more users as outlined in the MySQL tutorial for adding new users. I set up global access on localhost only, anyone coming in from the outside should have limited access. Me included, since I will be doing all testing and development on the machine.
After the install is complete and you have set up the users as mentioned above, MySQL should be set up as a service. I checked on the services in Control Panel and the install set it up as an automatic service.
I downloaded the MyODBC driver for NT/2000/XP and installed it. After configuring a datasource in Control Panel I had a successful connection to the MySQL test database.
GOOD LUCK!