The best source of MySQL information is the excellent on-line manual :
http://www.mysql.com/Manual_chapter/manual_toc.html
If you need some help installing, try the instructions here :
http://www.e-gineer.com/instructions
If you want to know some of the most used / basic MySQL commands then go here :
http://www.faqts.com/knowledge-base/view.phtml/aid/4762/fid/227/lang/
Useful Tutorials :
Examples on using MySQL commands :
http://www.awtrey.com/support/dbeweb/database.php
Introduction to PHP and MySQL :
http://hotwired.lycos.com/webmonkey/databases/tutorials/tutorial4.html
Setting Up a MySQL Based Website :
http://www.linuxplanet.com/linuxplanet/tutorials/1447/1/
DB Basics with Mysql and PHP :
http://www.devshed.com/Server_Side/PHP/DB_Basics/
Setting up DB Driven Sites :
http://www.devshed.com/Server_Side/Administration/Database/
How to create a threaded discussion with MySQL :
http://hotwired.lycos.com/webmonkey/99/31/index3a.html
Useful MySQL desktop GUI :
PremiumSoft Navicat (Windows & Mac OS X)
http://www.navicat.com
MySQL Tools (Windows)
http://www.mysqltools.com