Cut & paste from the link.

UPDATING TO MYSQL 4.0..(tested on sme 6.0b3)
1. STOP MYSQL
/etc/rc.d/init.d/mysql stop
2. REMOVE OLD RPM
rpm -e --nodeps mysql-client mysql-server
rpm -e mysql-devel
rpm -e mysqlclient9
3. DOWNLOAD MySQL 4.0. FROM WWW.MYSQL.COM
INSTAL NEW RPMS:
rpm -Uhv MySQL-server-4.0.15-0.i386.rpm
rpm -Uhv MySQL-client-4.0.15-0.i386.rpm
rpm -Uhv MySQL-shared-compat-4.0.15-0.i386.rpm
rpm -Uvh MySQL-devel-4.0.15-0.i386.rpm
4. CONFIGURE
chkconfig --levels 2345 mysql on
rm /etc/rc.d/rc7.d/S90mysqld
ln -s /etc/rc.d/init.d/mysql /etc/rc.d/rc7.d/S90mysqld
/sbin/e-smith/config setprop mysqld LocalNetworkingOnly no (enable remote access)
/sbin/e-smith/expand-template /root/.my.cnf
/etc/rc.d/init.d/mysql restart
5. ENJOY..