Install the MySQL database, which includes the client as well as the server.
Download a Windows (x86) installer of the latest production release of MySQL 5.0 from http://dev.mysql.com/downloads/mysql/5.0.html. Do a ‘typical’ install to the default location (C:\Program Files\MySQL\MySQL Server 5.0).
The install wizard does not configure MySQL. At the conclusion of the installation procedure, you are given the option of continuing with configuration or leaving that step to later. If you decide to continue, you simply click the Finish button, which triggers the launch of the configuration wizard. If you decide to configur later, you invoke the MySQL Server Instance Config Wizrd by following the menu path Start > Programs > MySQL > MySQL Server 5.0.