Same problem here
I'm using MySQL 4.0.15nt and Lazarus 0.9.6 Win32 (Windows XP SP2).
When I install mysql components (lazarus\components\mysql\mysql4laz.lpk) I can not start Lazarus any more.
Error message appears: "This application has failed to start because mysqlclient.dll was not found. Re-installing the aplication may fix this problem."
I can not find mysqlclient.dll anywhere on my hard drive !?
MySQL works normaly with Delphi (through dbExpress) and PHP.
I'm very new with Lazarus so any help will be welcome !
THNX !