Bottom line is this - all learning is self learning....
I am an MIS major, yet everything that I know about php and mysql I picked up from reading books, tutorials, articles and etc...
MySQL and PHP Manuals are good references, but alone with it I would suggest (if you are a newbie to PHP and MYSQL) get a book - "PHP FAST & EASY". I think that this is one of the best ways to start. Then you can give a shot to "Professional PHP Programming" from Wrox Press, and if you are new to SQL read Ben Forta's book "SQL in Ten minutes" from Sam's.
If you won't understand something, then read it again. If you still don't undestand something then read it again. If you still don't understand something then read it again... and you should get it then... And don't forget - the more code you write, the better it gets...
Good luck,
Di