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Though postgresql is much easier than mysql currently (for windows installations). There's all kinds of "gotchas" on windows if you're installing mysql. For example, the normal mysql 5.1 on windows doesn't have innodb, so if you choose "transactional database" during install, mysql dies in the middle of installation and refuses to start up. By default mysql installs into "Program Files" but since that directory name has a space in it, mysql has issues. Uninstalling it is also a pain, sometimes it doesn't fully remove itself and you have to fire up Regedit to remove the mysql key from the registry.

I experienced all of these while trying to help a friend install mysql on windows. I honestly can't believe we spent 3 hours trying to install it. There's a 100 thread posting in the mysql forums for installation troubles on windows so I'm sure I wasn't the only one. On the mac it was as easy as "port install mysql5" and on my Debian machine it was just "apt-get install mysql-server".

Sadly, postgresql was so easy to install in cygwin, but cygwin doesn't have a mysql server equivalent.

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