MySQL and MSSQL are the same type of product - they are both databases - the difference being that MySQL is free, I would suggest that unless you need to use it, dont bother with MSSQL, and just use MySQL however they should run side by side without problems
You can download it from
http://dev.mysql.com/downloads/mysql/5.0.html
But you will also need to download the official MySQL admin GUI from here:
http://dev.mysql.com/downloads/gui-tools/5.0.html and use the administrator app to set up users and the Query Browser to set up databases (Or schemas)
If you need any help setting it up PM me
I would also suggest PHPmyAdmin as an admin portal, but setting it up is a pain in the backside