First of all you need to download the MySQL connection / ODBC driver.
The ODBC driver can be download free of charge from the followinglocation:
http://www.mysql.com/products/connector/odbc/
Folow the simple installation instructions.
In Microsoft SQL Server Management Studio – expand the database tree on the left hand side of the window - expand server obects – expand linked servers
Right-click linked servers – click [...]
