As synapse0 suggests, you really should be looking for the answer on http://www.mysql.com, but beyond that, if what synapse0 correctly mentions isn't what you're looking for, you might also want to examine the LIMIT part of a SELECT statement.
In addition, if you're dealing with a large number of records, mysql dbname --exec='SELECT * FROM bleh WHERE blah' > puke.txt or it's DOS equivalent is your friend.