I'm trying to run a test server which includes MySQL Server. (I'm using MySQL 5.1.41 for Win32, and it says "essential")

Since I know practically nothing on how to connect this to that, I looked up several references to help me out. Among them:
HOWTO: Setup SQL Server Linked Server to MySQL | Idea Excursion
Welcome onboard - Microsoft SQL Server: Configuring Linked Server from SQL Server to MySQL

I followed the steps till where I successfully configured MySQL DNS, thereafter I need to create a linked server. Problem is, I do not know where to go about doing it. Under my Start -> MySQL Server folder, I have only 3 options:
  • command line

  • configure instance

  • registration

Can someone please point me in the right direction? Is my SQL Server a "wrong" program?