Searching how to install MySQL Server I have found answers to typical questions concernig installation in Vista (UAC, side-by-side error fix ( http://bugs.mysql.com/bug.php?id=34340 ), firewall, compability), but no complete answer. This is what you do.
To install MySQL Server 5.0.51a in Vista
1. Disable the UAC in Windows Control Panel->User Accounts
2. Use mysql-essential-5.0.51a-win32.msi
3. In the final step uncheck "Configure MySQL Server now"
4. Download and run Resource Hacker http://www.angusj.com/resourcehacker/
5. Open ...\MySQL Server 5.0\bin\MySQLInstanceConfig.exe with Resource Hacker
6. Navigate to 24\1\1033
7. Change
<requestedExecutionLevel level="asAdministrator" uiAccess="false">
to
<requestedExecutionLevel level="requireAdministrator" uiAccess="false">
8. Press "Compile script"
9. Exit Resource Hacker and save the result (overwrite the initial MySQLInstanceConfig.exe)
10. Now MySQLInstanceConfig.exe should start normally.
11. Configure the server.
12. Sometimes the server doesn't start:
a) Check Windows Firewall settings (3306/TCP)
b) Try changing the compability mode for the file ...\MySQL Server 5.0\bin\mysqld-nt.exe to Windows XP-SP2.
13. That's all.