Ubuntu:
sudo apt-get install mysql-server
OS X:
go to http://dev.mysql.com/downloads/mysql/find Community Editiondownload DMG, double click, follow instructions. Be sure to copy the password and save it somewhere (you will need it later)go to your OS X's Settings -> MySQL -> press "Start MySQL Server"open terminal, do the following:
cd (to switch to your home directory)
nano .bash_profile (to create a file called bash_profile)
type export PATH="/usr/local/mysql/bin:$PATH"
type CTRL+X to save the file
close the current terminal window, open a new terminal window
run mysql -u root -p, enter the password you saved earlier
once logged and you can see mysql command prompt, run: SET PASSWORD = PASSWORD('new_password');
you should now be able to create databases, tables, etc.