Mac OS X server provides an easy access to mysql and other server things, but it really isn't needed.. as long as you can install the programs yourself.
I could help you with some MySQL if you want, but i would recommend trying yourself first.
the best instructions for setting up MySQL on the mac is available at..
http://www.entropy.ch/software/macosx/mysql/
for an easier to follow alternative, maczealots.com has some pretty good tutorials for setting up different systems such as wordpress, drupal or moveable type. They include instructions on how to deal with MySQL with their tutorials.