以下のリンクの手順に従ってみましたが、行き詰まって申し訳ありません。
http://dev.mysql.com/doc/refman/5.1/en/windows-install-archive.html
「mysqld --console」を実行しようとすると、次のエラーが発生します。
2013-08-19 15:09:25 5404 [Note] Plugin 'FEDERATED' is disabled.
2013-08-19 15:09:25 5404 [Note] Plugin 'InnoDB' is disabled.
2013-08-19 15:09:25 5404 [ERROR] Unknown/unsupported storage engine: InnoDB
2013-08-19 15:09:25 5404 [ERROR] Aborting
2013-08-19 15:09:25 5404 [Note] Binlog end
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'partition'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'PERFORMANCE_SCHEMA'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_DATAFILES'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_TABLESPACES'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_FOREIGN_COLS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_FOREIGN'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_FIELDS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_COLUMNS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_INDEXES'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_TABLESTATS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_SYS_TABLES'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_INDEX_TABLE'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_INDEX_CACHE'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_CONFIG'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_BEING_DELETED'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_DELETED'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_FT_DEFAULT_STOPWORD'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_METRICS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_BUFFER_POOL_STATS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_BUFFER_PAGE_LRU'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_BUFFER_PAGE'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMP_PER_INDEX_RESET'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMP_PER_INDEX'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMPMEM_RESET'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMPMEM'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMP_RESET'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_CMP'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_LOCK_WAITS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_LOCKS'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'INNODB_TRX'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'BLACKHOLE'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'ARCHIVE'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'MRG_MYISAM'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'MyISAM'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'MEMORY'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'CSV'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'sha256_password'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'mysql_old_password'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'mysql_native_password'
2013-08-19 15:09:25 5404 [Note] Shutting down plugin 'binlog'
2013-08-19 15:09:25 5404 [Note] mysqld: Shutdown complete
「my.cnf」ファイルはこちらです。これは、解凍された mysql フォルダーの直下に配置されます。
[mysqld]
# Remove leading # and set to the amount of RAM for the most important data
# cache in MySQL. Start at 70% of total RAM for dedicated server, else 10%.
#innodb_buffer_pool_size = 128M
# Remove leading # to turn on a very important data integrity option: logging
# changes to the binary log between backups.
# log_bin
# These are commonly set, remove the # and set as required.
basedir=C:/mysql
datadir=C:/mysql/data
#port=3306
# server_id = .....
# Remove leading # to set options mainly useful for reporting servers.
# The server defaults are faster for transactions and fast SELECTs.
# Adjust sizes as needed, experiment to find the optimal values.
#join_buffer_size = 128M
#sort_buffer_size = 2M
#read_rnd_buffer_size = 2M
sql_mode=NO_ENGINE_SUBSTITUTION,STRICT_TRANS_TABLES
注: Windows msi インストーラーをダウンロードできないため、そのオプションについては言及しないでください。