If you are using the mysql command line tool, here are some helpful hints for the autocommit feature:
1. To view the current autocommit setting, you can use this query: select @@autocommit; It will return the current setting as 1 or 0 (on or off)
2. You can manage the default autocommit feature in you my.cnf or my.ini by adding the following line: init_connect='set autocommit=0'. I'm pretty sure this isn't in the documentation, but it does work.
Here are the current engines, as of MySQL 5.1dev that support transactions:
InnoDB
BerkeleyDB
Falcon
Falcon is very new, so beware using it on production systems.