I am experienced MS-SQL developer who has written countless queries and almost countless store procedures.
How would I get started from what do I download?
What is the equivalent of SQL Server Management Studio?
Where can I go to learn the syntax differences between the different databases?
Cost is an issue this must be all done as cheap as possible, free would be ideal.
Take a look at the MySQL GUI Tools. This gives you a Server administration tool, a query browser and a migration toolkit.
The documentation for MySQL is really great with lots of examples and user contributions.
As for cost - it's allll free!
You want to download the MySQL Community edition from their website. I recommend version 5.1
Once you get installing it is fairly straight forward, There are plenty of tutorials on this if you do have any problems.
There are a number of GUI tools, including MySQL Administrator and MySQL Query Browser.
Diffrences between SQL and T-SQL can be found in this article from MS SQL City. The MySQL website is quite excellent with very through documentation.
Download MySQL 5.0 Community Server for Windows
Download MySQL GUI Tools bundle. Their tools are not as rich as Microsoft tools, but on the other hand they run on multiple platforms.
Also try MySQL Workbench, which is a GUI database design application.
Documentation resources are here:
Beware of articles comparing old versions of MySQL to MS SQL Server. MySQL has come a long way in recent years.