PHP and MySQL

Hello. I have made simple web pages for a while now and I thought to move on to the next step. PHP and MySQL.
I am intrested in like creating a MySQL database ( let's say links for now ) and then getting em to the page with PHP scripts. I have not found a tutorial ( not even here ) that will explain the thing from installing the software to adding the stuff to my page and to server at VERY beginner level.I have done a bit of Java programming but that's all and all the tutorials just show how to do one specific thing. They will not give me the start of understanding and creating on my own. Can you PLEASE point out to me some tutorial that will do the things described above. Thank you very much.

You can use one of "freehosting" sites whith provide php and mysql services before you start on your own server
Creating datatables whith mysql is much easier than instaling and seting-up mysql it self. Same with WebServer and PHP...
You can find some info about creating first tables here:
http://www.devshed.com/Server_Side/MySQL/

For MySQL information:
http://www.mysql.com/documentation/index.html - the beauty of open source

For PHP information:
http://www.php.net/docs.php
http://www.zend.com/manual/

Those should get you started. If you plan on setting this up yourself and you have no experience with it you're going to have to deal with being in over your head for a bit. Don't get discouraged. Just keep at it and actually DO IT. You'll learn a lot, and fast.

Hope that helps.