How To Install Myphpadmin

im starting to learn php and i got a little bit better at it, now i want to try programming php with a database, and it seem that the most popular db is mysql.

but the problem is that i have never programmed using a database, my teacher said something about myphpadmin which is a tool that you can use to admin your database with a web interface he says that its the easiest way to learn how to use phpmyadmin so i went to www.myphpadmin.com and but then i went to www.myphpadmin.org and i download it, how i have the file but i dont know how to install.

i only have a windows xp computer, i dont have a linux, so if someone can guide me on how i can go about installing myphpadmin by myself, a good step by step for beginners would be cool to have with pictures.

excellent!!