Whats The Difference B/w Mysql And Sql: Do They Relate?

HI THERE NAIRALANDERS, PLS i have a problem thats has been disturbing me, i have been reading a book on web development application using php and mysql, i also have another book on my sql, i rather find this two confusing, the mysql talks about a development interface and some codes while the sql also talks of the same thing, am rather confuse, do they relate in any way or do they both work togerther,
  i have try to understand that the sql is for database but the mysql acts as an interface that you code in the sql scripts, please correct me if am wrong.
please, can some one give me a good place to download mysql instullation,and php also,
urgent reply is needed.thanks yo.