# Move to /usr/local
cd /usr/local
# Get the following source:
http://dev.mysql.com/downloads/mysql/
# Decompress the sources:
tar -xvzf mysql-<version>.tar.gz
cd mysql-<version>
./configure
make
make install
scripts/mysql_install_db
adduser mysql
# In the file /etc/login.access add this line:
-:mysql:ALL
# So the user mysql never actualy logs in
# For Slackware:
chown -R mysql.users /usr/local/var
# For Redhat:
chown -R mysql.mysql /usr/local/var
mysqld_safe --user=mysql &
# Hit <Enter>
mysqladmin -u root password 'yourpasswordhere'