Try running it as an administrator.
As for the second issue, are you talking about resources? They have to go in the server directory, not rage MP base.
Make sure you're in the right directory, right after you require mysql, try:
mysql.exists('index.js', function(exists) {
if (exists) {
console.log("FOUND IT!");
}
else {
console.log("Mysql not found.");
});
Oh, you have to actually point to the mysql location, it's in node_modules by default.
var mysql = require('../node_modules/mysql');
(This is assuming you're in /packages)