Sometime it's hard to tune the mysql setting inside /etc/my.cnf
This is only for first time mysql setup for your server without any database. *** WARNING ***
(1) I will copy my.cnf example for small memory. For Centos 5 it will reside in /usr/share/doc/mysql-server-5.0.45 9 (depend on mysql version you installed)
cd /usr/share/doc/mysql-server-5.0.45 9
cp my-small.cnf /etc/my.cnf
Start or restart mysqld
(2) Download Mysqltuner
Run it and follow the advices.