If you're able to set up a test server on your home computer then do it. You can really easily set up PHP with the Badblue server which is a doddle to set up (do a google search on it) or set up an Apache server if you're familiar with it, it really isn't that much more difficult, but I'm saying that in retrospect, so it's easy to say that.
Then install MySQL and the MySQL Control Centre, as it wazzes over the awful inbuilt thing MySQL has.
To learn the SQL the best thing I ever wrote is a php script that just reads in a text file of sql statements. You have a text file open in one window, the script in another.... edit the text file, hit Ctrl-S and press refresh on the other window and see what comes out. It's criminally basic and utterly essential. I'll add it as an attachment to this.
You can comment out lines with // or #, and statements end with semicolons and you can stop it reading with END
Comments have to be on their own line, you can split one sql statement over multiple lines, but you can't start another one directly after a semicolon as I do really simple parsing.
Oh - also go to the mysql and php sites and download the .chm versions of the manuals. The function reference in the PHP manual is essential, and you can find what you don't know in minutes without asking stupid questions elsewhere. Same with the MySQL one, though it's not laid out anywhere near as good.
