Disclaimer: I wrote this in haste because it's Saturday but I wanted to at least document things a little, so my grammar is horrible and I left out a bunch of stuff. Well, this should help quite a bit anyway :)
I had to get data out of a MSSQL database and into a MYSQL database. I had VMWare fusion with Windows 7 already set up.
In Windows:
Then I downloaded and installed MS SQL Server Express With Tools