I really had a very tough time today while installing MySQL on vista. All the steps in the installation are simple and self-explanatory. I just want to mention two things from my experience
Before starting installation
1) If you want to install MySQL after uninstall, delete your current MySQL fully and properly. After uninstall you should manually delete the installation folder at c:Program FilesMySQL or at any location your MySQL is installed.
2) Turn off UAC(the nasty part of Windows Vista)
3) Turn off Windows Firewall.
4) Restart your PC.
5) Try now. This time the installation should be smooth and easy