How do you have a blog on your site? Is there something you need to download or is it an iframe to a certain website or what? I don't understand how to get them up at all!

Jess.

Depends where you're hosted.

1. You can simply write your blog in html on your page.
2. Or you can install blogging tool like wordpress or Cutenews which is originally for news. Tools like that usually require atleast php and mostly MySQL.
3. Or you may create account at blogger or similar and then include it with either iframe or some programming language.

Yes, just sign up on blogger.com, it's very simple and free. If you have your own hosting or server, you need to install WordPress or other free blogging software.

blogger can also be installed on your server.
well "transferred through ftp" then :P

Love,
Mirna

I've looked into it and the only thing I'm having problems with is the MySQL bit. What is MySQL and how do I learn how to use it in my blog?

MySQL is a database system that is used with php. There are plenty tutorials out there if you already now some php.

Here's what google found (http://www.google.com/search?hs=2B4&hl=en&lr=&client=firefox-a&rls=org.mozilla%3Aen-US%3Aofficial_s&q=mysql+tutorial&btnG=Search).