You can obtain MySQL from the download site.
* Locate and select the appropriate package for your platform.
* If prompted, specify a location on your system in which to download and install MySQL.
* Browse to where you downloaded MySQL, and double-click the installer file. The MySQL Server Setup wizard guides you through the MySQL installation, followed by the Configuration wizard.
* At the Welcome window, click Next.
* Select the Typical setup type, and click Next.
* Click Install, and click Next.
* If desired, you may skip the MySQL registration.
There's a small problem with MySql on 4.2 and 5.2 - possibly on later versions as well. Luckily, the fix is very simple. Just use the following three commands in the order shown:
chmod 1777 /tmp # fix the 'sticky' bit on for the work directory yum install mysql mysql-server # install both client and server /etc/init.d/mysqld restart # start the server daemon (or restart if upgrading)