I've downloaded the MySQL Server 5.1 and developed a small database using the MySQL Command Line Client. However, now I must update a structure of some tables, include some foreign keys, etc. In my opinion, it is not very comfortable to use the MySQL Command Line Client and the "Alter" statement. Maybe, there exist some software with a user-friendly interface to improve/update/develop MySQL databases. For instance, I would like to visualize the relationships between tables. Please, give me some advice on this question. Thanks!

Personally, I like Navicat a lot, but it does not provide the visualization you ask for. I did use MicroOLAP a long time ago, which does have a designer like that.

Ok, thank you very much. I will try the software that you have suggested.

One more question is about MS SQL Server Management...Is it possible to use this tool for my case? For example, if I want to build data source views and cubes. I'm just new in these technologies.

Long ago I used MS Access as an interface to MySQL (via ODBC) which then had a designer with vizualization of the table relationships.
Navicat has a view designer with some vizualization, but not for table relationships, only for views.
Nowadays I prefer the command line mysql over any of those tools - it's much faster than any GUI. Maybe it has a somewhat steeper learning curve, especially in data definition, but in the long run it pays not to need an GUI, in direct manipulation as well as in database programming. - Though, I concede, for interactive data manipulation Navicat is fine. But its command line client stinks.

MS SQL Server Management is for Microsoft SQL, not MySQL.

MySQL Workbench does data modeling and system adminstration.