Here is a step by step how to install MySQL and secure it for your unlimited bandwidth VPS. You will need to either be logged in as root or utilize SUDO.
sudo yum install mysql-server
Ubuntu or Debian installation:
apt-get install mysql-server mysql-client
Enable auto restart:
chkconfig --levels 235 mysqld on
Start up MySQL:
Now you need to secure your installation using this simple command:
You will be asked to set and change your root password to your MySQL installation. If you don't run this it will allow anyone to connect to your database without a password. You will also want to remove the test user that was created during the installation.
Now you can try logging in:
mysql -u root -p
This will prompt you to enter the password.