you can get it by using the apt-get install (if you use Debian or Ubuntu) command or by downloading the tar.gz file and running the install. I also installed mysql-admin on my pc for a nice gui. This is not the best but its a gui.. :-)
The apt-get command:
sudo apt-get install mysql-server-4.1
sudo apt-get install mysql-admin
After installing mysql you need to configure it. (During the installation ou might be asked to configure postfix. I just chose no config).
The easyest to configure is to log in as root (or using sudo -su if sudoer)
you get normaly the sql prompt (mysql> )
There you type connect mysql, this will connect you to the mysql database who holds the privileges.
her you can add user like
GRANT ALL PRIVILEGES ON *.* TO 'luc'@'localhost' IDENTIFIED BY 'your-password' WITH GRANT OPTION;
GRANT ALL PRIVILEGES ON *.* TO 'luc'@'%' IDENTIFIED BY 'your-password' WITH GRANT OPTION;
GRANT ALL PRIVILEGES ON *.* TO 'admin'@'localhost';