Note that AnyMeal is a software for GNU/Linux and currently other platforms (Mac OS X, Microsoft Windows, ...) are not supported.
You can obtain GNU/Linux for free. You can for example install Kubuntu. There are more distributions such as Debian and Redhat, and Fedora Core to name only a few. You can have a look at the Wikipedia comparison of Linux distributions for more. Make sure that you choose a distribution which comes with the KDE-desktop, the GNU C++ compiler, and other packages (see section about depending packages).
It's always the best option to install this packages from the same DVD/CD-distribution, which you used for installing your GNU/Linux-system. If you are installing from Internet, you may find compiled packages using an rpm/deb-search-engine like rpm.pbone.net or www.rpmseek.com.
See freshmeat-page for an extensive list of dependencies.
tar xjf anymeal-*.tar.bz2
cd anymeal-*
Now start the configure-script:
./configure
Compile the program.
make
Log in as superuser and install it
su -c "make install"
If you need to set up MySQL yourself, you can find a section on setting up MySQL on the FAQ-page.
AnyMeal first will connect to kwallet to safely store and retrieve user-passwords.
Then a dialog for connecting to the MySQL server will come up. Click New to open the wizard for creating a new database. You have the choice between Embedded and Network. The Embedded configuration will try to run a MySQL server as a user process and connect to it by using a socket. The Network configuration will try to connect to an existing MySQL server using a network protocol. Typically you will connect to a MySQL server running on the same machine (i.e. "localhost"). I hope the wizard is self-explanatory. Let me know if there are any problems.
Have a look at the Shockwave tutorials to see some demonstrations on how to configure and use AnyMeal.