Depends.
If you want to the ability to create stored procedures and views, you will need to download MySQL Server v5.0+
If you do not need the above functionality, any version below 5 will work.
After you install MySQL you have 2 ways to administer it
1.The Linux/Unix way via a command shell
2.Download the MySQL GUI tools from mysql's website.
The gui tools used to be independant downloads, but they have rolled them into one suite of tools, but I can't remember the name of the suite. In any case, do a search on the mysql site for Query Analyzer and MySQL Administrator, that should give you the necessary download link.
Second, you will need to download the ODBC drivers from the mysql site (version 3.51) and install it on your machine and also make sure that it is installed on the server.
Third, this is the connection string.
Driver={MySQL ODBC 3.51 Driver};Server=data.domain.com;Port=3306;Database= myDataBase;User=myUsername;Password=myPassword;Opt ion=3;
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^^Took that from planoie's profile^^
^^Modified text taken from gbianchi profile^^
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