Small note: MySQL runs on windows, but it's far from ideal. And it is never a good idea to use one machine to run two 'big' tasks, especially not databases. If MS-SQL decides it needs to use the disk, MySQL has to wait, and vice-versa. All the disk-access optimizations go right out the window.
Advise your ISP to buy a seperate system, and install MySQL under Linux. (and while he is at it, forget mysql and install postgreSQL instead, that matches MS-SQL's functionality much better than mysql's flat-file-sql)