I'd stear clear of them if I were you. They don't install with the same configurations as the standard installation packages, and that usually means it'll be less easy to get useful help from others on forums like this.
If you want to install an application, get the installer from the manufacturer instead, in this case MySQL AB, at
http://dev.mysql.com/downloads/.
There you'll find not only several versions of the server, but also an administration application with a nice GUI, "MySQL Administrator" free of charge.
Note that the applications from MySQL AB generally come with "dual licensing", which means you can choose between free software/open source GPL or a commercial license.
The only other thing you'll need, is a simple utility to enter and edit data in your database, if you don't like using the command line interface or scripting solutions (i.e. PHP, Perl etc). Go get "YourSQL" from Magister Ludi at
www.mludi.net, it's free and open source, and complements MySQL Administrator perfectly.
A good place to get help to dig deeper is the MySQL forum at Marc Liyanage's site:
http://www.entropy.ch/phpbb2/viewforum.php?f=1