Data Warehousing is the idea of setting up a separate database structure for purely reporting purposes, so you can stop compromising between reporting and transactional demands.
MySql is a database that is fast, easy to use, and (generally) free.
V good introductory article explaining why to have a data-warehouse, and code from an actual data-warehouse used for a Levis website: Data Warehousing.
The Two Schools of Thought
Ralph Kimball (http://www.ralphkimball.com/)
Bill Inmon (http://www.b-eye-network.com/home/index.php)