I'm not sure if the license allows you to do this. MySQL is not free for commercial use AFAIK, I am not sure if you need to pay, they need to pay, or both. However, if I am wrong,
http://www.devside.net/guides/windows/mysql[
^]
seems to give instructions to create an installer from a zip, so you could add that to your installer. Of course, it will install MySQL, not your MySQL database.