i think he means for his own server or for mysql.
the mysql one you can do by installing it for one and then go to the bin folder and run the program "winmysqladmin" and make it there.
to join your own server just use either this name and pass or eqmu for both name and pass (only use eqemu for both if it will be JUST you on the server)
if all esle fails....read the READ ME 
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"The path of the righteous man is beset on all sides by the inequities of the selfish and the tyranny of evil men. Blessed is he who, in the name of charity and good will, shepherds the weak through the valley of darkness, for he is truly his brother's keeper and the finder of lost children. And I will strike down upon thee with great vengeance and furious anger those who attempt to poison and destroy my brothers. And you will know my name is the Lord when I lay my vengeance upon you."
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