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If during your MySQL installation you get an error that says something like “setup ended prematurely”, and you are trying to install it in a Windows Server 2003 box, chances are the MySQL installer version that you are using is past 5.1.34
I had that same problem when I tried to install version 5.1.36 of MySQL. There is a bug which is the reason why it gives that error and does not proceed with the installation. Same goes with version 5.1.35. Just download the version 5.1.34 and use that
easiest and quickest way would be to do the following. This post assumes you already know how to create a setup wizard.