I had to look at the documentation to refresh my memory on this. Seems the MSI installer assumes the use of the internal PostgreSQL database. I will verify that and update the documentation to reflect that fact.
I suggest you do a fresh install from the .zip archive if you're installing on a Windows machine. Just delete your old installation. FYI, you should do your MySQL install/setup prior to installing the HQ Server.
If you haven't already seen it, here's the start page for install/config topics: