Here it goes, not that much to say actually:
I just went to
www.nusphere.com and downloaded the mysql pacckage (around 20 mb). Teh instalation runs from a browser and is very easy. It installs apache, mysql, perl and many mod somethings (mod perl, etc).
According to the posts in links-sql forum (were I got the link to the program) installing these things by themselves is very easy. Took a look at the readme files and just that looks intimidating... this was the easiest install I ever did (what I am saying is that it is great for a user like me. An experienced user may not find it useful at all).
Of course, no connection at all with them..it just worked for me.