Once downloaded, run the installer. At the end of the installer you will be presented with a dialog of the automatically created root password. Take a note of this.
Open up System Preferences, and select the new MySQL icon.
From here you can start and stop the service, and you can set it to start automatically on startup. Go ahead and start the service.
MySQL is installed in to:
/usr/local/mysql/
Open up a Terminal window and change to the MySQL folder:
cd /usr/local/mysql/bin/
Run the MySQL Secure Installation and enter the password you were given earlier (please note, that it may first prompt you for your system password):
sudo ./mysql_secure_installation
It will warn you that the root password has expired. This is your opportunity to set your own. Enter it twice.
Follow through the remaining questions answering yes or no, depending on your environment. You can then manage your MySQL databases in your preferred method.
All done!
