I have php and apache setup, they work flawlessly, but i have no idea where to start with setting up mysql. I tried to search, but most setups are for linux and I'm on win xp. so i guess i need an explanation or a link to a site.
there's a setup.exe binary version of mysql. mysql runs as a service (administrative tools > services).
http://www.mysql.com/documentation/mysql/bychapter/manual_Installing.html#Windows_installation
once done w/ setup go into services and start it. it should be set to start automatically too if desired.
hth.