Download the Full Installer package to your Server's Desktop:
http://dev.mysql.com/get/Downloads/MySQL-5.1/mysql-5.1.31-win32.msi/from/ftp://mirror.anl.gov/pub/mysql/
Open the Installation file.
Click Next

Choose "Custom" and Click Next.

Click the "Change" button to change the installation location

Set the folder name to "C:\MySQL" and Click OK

Click on "MySQL Server Datafiles" and Click the "Change" button to change the installation location

Set the folder name to "C:\MySQL" and Click OK

Click on the "Developer Components" dropdown and choose to install all features and subfeatues.

Click Next

Click Next

Click Next

Click Finish

Click Next

Choose "Detailed Configuration" and Click Next

Choose "Server Machine" and Click Next

Choose "Multifunctional Database" and Click Next

Change the folder path box to be "\MySQL\Data" and Click Next

Choose "Online Transaction Processing (OLTP)" and Click Next

Leave the defaults (both check boxes enabled, port: 3306, ignore
firewall for now unless you want to connect to the database server from
a remote location)

Choose "Best Support For Multilingualism" and Click Next

Check the "Include Bin Directory in Windows PATH" checkbox and Click Next

Enter the desired root password and Click Next

Finally, Click Execute to finish the wizard.

Click Finish to close the wizard.
