For the SQL you can have two options i.e.:
1. Install SQL Server standalone the same you are doing and using right now. It does not comes with the SQL Browser window but will come with command prompt. You need to run all the SQL statements from command prompt.
2. You can MySQL Admin freeware that will give you a software application to manage the SQL. One such is toad. Please visit http://www.toadworld...61/Default.aspx
for more info.
3. There are some of the servers wrapped into single stack to use with the development for example if you want to do the PHP based development along with MySQL you can use:
or for windows more easy option is:
This will give you PHPMyADMIN a browser based interface to manage SQL Databases, Tables and SQL Statements...