From MySQL version 4.1.5, the new MySQL Installation Wizard can perform server upgrades automatically using the upgrade capabilities of MSI. That means you do not need to remove a previous installation manually before installing a new release. The installer automatically shuts down and removes the previous MySQL service before installing the new version.
Automatic upgrades are available only when upgrading between installations that have the same major and minor version numbers. For example, you can upgrade automatically from MySQL 4.1.5 to MySQL 4.1.6, but not from MySQL 4.1 to MySQL 5.0.
If you are upgrading MySQL version 4.1.4 or earlier to version 4.1.5 or later, you must first manually shut down and remove the older installation before upgrading. Be sure to back up your databases before performing such an upgrade, so that you can restore the databases after the upgrade is completed. It is always recommended that you back up your data before performing any upgrades.