I messed around with PHPMyadmin about a week ago. To install it all I did was unzil the files, and plop it in my www folder, edited the config file so it could talk to my DB, and then went to
www.mydomain.com/phpmyadmin and it worked fine.
I didn't wanna leave it there once I setup the database I was working on cause I couldn't figure out to secure it, and as a general rule, if I don't understand something, I get rid of it. So to get rid of PhPMyadmin I just deleted the PHPMyadmin folder in my www directory, and everything was fine.
I don't think PHPMyadmin actually "installs" so to speak, its just a set up php/html files that talk to your databse.
Sky