Solution 1:

The recommended way is to setup a linked server to mysql from sql server and then use either an import/copy wizard or something as basic as select into to get the data across.

Here is a technet article that describes the process using sql server 2000, which is still relevant for 2005/2008.

Here is a codeproject article that describes the same process with less detail for sql server 2005.

Solution 2:

You'll need to use something like SSIS to move the data, after you create the tables. You can probably script out the tables from MySQL using the MySQL tools and create them in SQL Server without much changing.

You can probably use the MySQL native tool to dump the data and schema to a script and run the script without to many changes.