Question: how to install rmysql package r?
Answer: Install R 2.14.
Install R tools (2.14) (with modifying path option)
Install MySQL (5.5.17) (with modifying path option)
Create the file Renviron.site in the folder C:\Program Files\R\R-2.14.0\etc and add: ... 
Copy libmysql.lib and libmysql.dll from. ... 
Copy libmysql.dll from.