This is pretty much taken and modified from http://contentwhores.com/media-centers/configuring-xbmc-to-use-a-mysql-library/.
For my scenario, I am using Ubuntu 9.04 Server with MySQL 5.0.75 for the server (and Samba for file shares) and XP Pro 32-bit running XBMC Dharma Beta 4
There are many connectors to manage your MySQL server, but I prefer Webmin. If you are going to have your server be headless but still wish to have somewhat of a graphical environment, use Webmin. To install as of 11/18/2010 run this set of commands:
wget http://prdownloads.sourceforge.net/webadmin/webmin_1.520_all.deb && sudo dpgk -i webmin_1.520_all.deb && sudo apt-get install -f