Welcome to the Automation Media's - MySQL made Easy for Engineers
How to Setup MySQL?
How to Setup MySQL? Two ways - your call
The best and easiest way to learn, play or use MySQL and ASP or PHP is to purchase some space on a shared web host. Not very costly.
You can setup MySQL manually on your home/office PC. It is rather difficult to do so but it is not a rocket science.
If you want to setup then check out MySQL.com for more information on installing MySQL.