###Step 1. Install RTools. Head to official CRAN page http://cran.r-project.org/ and install the latest available RTools for your R version. Install both x86 and x64 versions to save your nerves.
###Step 2. Installing MySQL connectors Install MySQL C Connectors from official MySQL resource: http://dev.mysql.com/downloads/connector/c/ .
Make sure, that you're installing correct version which corresponds to your platform (x64).
Also check, that you've included installation of all components of C Connector in installation wizard (maybe exluding Documentation).