Learn how to install MySQL on your DDoS protected dedicated server or DDoS protected VPS if you're using Ubuntu:
1- Install Mysql-Server from apt-get
# apt-get install mysql-server
You will be prompted to ender password for root user.
2- Add mysql for php module if you're using php.
# apt-get install php5-mysql
3- Start up mysql
/etc/init.d/mysql start