The MySQL installation packages can be downloaded from http://dev.mysql.com/downloads/. If the package you download is contained within a Zip archive, you need to extract the archive first.
If you are installing on Windows Vista or newer, it is best
to open a network port before beginning the installation. To
do this, first ensure that you are logged in as an
Administrator, go to the Control Panel,
and double-click the Windows Firewall
icon. Choose the Allow a program through Windows
Firewall option and click the Add
port button. Enter MySQL into
the Name text box and
3306 (or the port of your choice) into
the Port number text box. Also ensure
that the TCP protocol radio button is
selected. If you wish, you can also limit access to the
MySQL server by choosing the Change
scope button. Confirm your choices by clicking
the OK button. If you do not open a
port prior to installation, you cannot configure the MySQL
server immediately after installation. Additionally, when
running the MySQL Installation Wizard on Windows Vista or
newer, ensure that you are logged in as a user with
administrative rights.
The process for starting the wizard depends on the contents of
the installation package you download. If there is a
setup.exe file present, double-click it
to start the installation process. If there is an
.msi file present, double-click it to
start the installation process.

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