hartman@ds0014 ~/.cpan/build/DBD-mysql-4.001
$ make
gcc -c  -I/usr/lib/perl5/site_perl/5.8/cygwin/auto/DBI -I/usr/local/mysql/include/mysql -DDBD_MYSQL_INSERT_ID_IS_GOOD -g  -DPERL_USE_SAFE_PUTENV -fno-
strict-aliasing -pipe -I/usr/local/include -DUSEIMPORTLIB -O3   -DVERSION=\"4.001\" -DXS_VERSION=\"4.001\"  "-I/usr/lib/perl5/5.8/cygwin/CORE"   dbdim
p.c
In file included from dbdimp.c:20:
dbdimp.h:23:45: mysqld_error.h: No such file or directory
dbdimp.c: In function `mysql_db_FETCH_attrib':
dbdimp.c:2319: warning: cast from pointer to integer of different size
dbdimp.c: In function `mysql_st_prepare':
dbdimp.c:2531: error: `ER_UNSUPPORTED_PS' undeclared (first use in this function)
dbdimp.c:2531: error: (Each undeclared identifier is reported only once
dbdimp.c:2531: error: for each function it appears in.)
dbdimp.c: In function `mysql_st_FETCH_attrib':
dbdimp.c:4148: warning: cast from pointer to integer of different size
make: *** [dbdimp.o] Error 1