Go to http://www.phpmyadmin.net/home_page/downloads.php and download the latest .zip version, currently - phpMyAdmin 2.10.0-rc1
[Note: I am basing this install on the English Only Version - phpMyAdmin-2.10.0-rc1-english.zip]

Unzip and copy all files & folders to a newly created sub-directory of your Apache Server root - e.g: %apacheroot%/htdocs/phpmyadmin/

Step 2 - Installation

There are two ways of installing PhpMyAdmin, you can place the files where they need to be and edit configuration files to suit, or there is an installation script for those that are more comfortable doing it that way. I'll go though enabling and using the installation script here and will re-visit and go though the manual installation later. As with installing Apache and PHP, it is always good to know how to manually install just in case things go wrong or you need to alter settings later on down the track.

Using the installation script.

Create a new folder as a sub-folder of where you copied the phpMyAdmin files called 'config'- e.g: %apacheroot%/htdocs/phpmyadmin/config/
Ok, now open your Web Browser to http://localhost/phpmyadmin/scripts/setup.php

1. Click on 'Add' in the Server Section.
2. Most of the options,, even if blank, can be left as is.
3. Server hostname should be 'localhost'
4. User for config auth, should be 'root' or another root priveliged user.(Of the mySQL installation)
5. Password for config auth should be the matching passord for above, this may be blank on a default mySQL installation.
6. Finally for this section, click on the 'Add' button.
7. Click on the 'Save' button in the Configuration section. You should get the message :

'File saved - Configuration saved to file config/config.inc.php in phpMyAdmin top level directory,
copy it to top level one and delete directory config to use it.'

So, we do just that, close the browser window first.
Now move the config.inc.php file (created by the above actions) from the 'config' folder to the main %apacheroot%/htdocs/phpmyadmin/ folder.
next, delete the 'config' folder we created earlier on, it is not needed any more.

Ok, so hopefully if everything is correct, go to http://localhost/phpmyadmin/
You should see the Admin screen for phpMyAdmin with all available databases to select from down the left side, and information regarding the structure,tables etc in the main window (see image below)

This tutorial then, being an installation tutorial, is complete apart from a few tips below if things didn't quite work out. I will be doing a howTo use phpMyAdmin tutorial some time in the near future, time and funds allowing. Please visit the forums if you are experiencing any problems after following this tutorial and I will see what can be done to solve any issues.

Please also note that this tutorial gets you up and running, there is no advice or solutions here regarding Securing your server, read the Apache Manual, the mySQL Manual and the PHP Manual for security related settings.

Problems, didn't work ? - Some things to look for.

First of all, check the Apache Logs in %apacheroot%/logs/error.log

This log is invaluable in helping to determine the cause of the failure.
If you see something similar to:-

PHP Warning: PHP Startup: Unable to load dynamic library 'd:\\apache2\\php5\\php_mysql.dll'
- The specified procedure could not be found.\r\n in Unknown on line 0

then this is a sign that either :-

• php_mysql.dll is not enabled in the php.ini file
  
(Open php.ini, and uncomment the line ;extension=php_mysql.dll by removing the semi-colon)
• php_mysql.dll is not present in the PHP root directory
  (It should be by default, if not locate it and copy it there)
• libmysql.dll is not present in the PHP root directory
  (It should be, if not locate it and copy it there)
• libmysql.dll is the wrong one
  (This file comes with both PHP and mySQL installations, you must use the PHP version)
• The PHP root directory is not in the system path
  (Add your PHP directory location to your Systems path)

Don't forget, any changes made to any files here, restart your Apache Server service for changes to take effect.

Some links that may also help :-

http://au2.php.net/mysql
http://www.phpmyadmin.net/documentation/
http://codewalkers.com/forum/index.php?action=displaythread&forum=phphelp&id=370&realm=default

Please visit the forums to ask if you have any problems, suggestions for improvements or just to say thanks!
Feedback makes it all the more worthwhile :)