There's a good post here. I suggest that you spend some time studying this page (I'm assuinmg that you are familiar with Informix). As the first post suggests, you'll have a lot more trouble if you are migrating stored procedures - frequently there isn't a 1-to-1 correspondance between logical constructs as there can be between different datatypes.
As for foreign keys, I'd leave those till after you've moved the data - you can always issue ALTER TABLE statements - or dump your (FOREIGN KEY-less) database and put those FOREIGN KEY statements in the CREATE TABLE part of the scripts (better IMHO).
If you're having particular issues, get back to us here. Oh, and BTW, I would carefully document each step if I were you - if you have to do it once, you may have to do it a few times. You might like to look at this - (never used it myself, although a friend has had good things to say about Talend).
[EDIT]
In addition to what @NawazSohail has said about MySQL Workbench (a great tool for any work with MySQL, especially if you're not a great fan of the command line), you could take a look here and this post in particular.