Setting up mySQL database

I'm trying to set up mySQL database on my mid 2009 15" macbook pro running snow leopard.
I downloaded the dmg file and installed all three files on the dmg.
I can't connect to the database through the terminal or through system preference panel.
Does anyone have an idiot guide or walkthrough for setting up the database?

I'm not sure if this is going to help you, I think I used it at the time I set up MySQL:
http://superfancy.net/coding/php-mysql-apache-in-mac-osx-leopard/
And there is also this:
https://discussions.apple.com/message/12191291#12191291

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