Everything's set for you to try launching the MySQL server for the first time. From the MySQL directory, type the following command:
bin/safe_mysqld --user=mysqlusr &
The MySQL server has now been launched by the MySQL user and will stay running (just like your Web or FTP server) until your computer is shut down. To test that the server is running properly, type the following command:
bin/mysqladmin -u root status
A little blurb with some statistics about the MySQL server should be displayed. If you get an error message, something has gone wrong. If retracing your steps to make sure you did everything described above doesn't solve the problem, a post to the SitePoint.com Forums will probably help you pin it down in no time.