On his blog today, Christopher Kunz quickly mentions a problem that he came across when trying to install MySQL 5.0.22 with PHP 4.4.2 and cURL support. There was an unexpected result - an "Unknown" cURL error.
It seems that this is indeed a MySQL issue and there is a PHP bug (bogused) as well as a MySQL bug report for the problem. There's also a blog entry by Ilia that details a possible solution. Basically, MySQL saw it fit to link their binary distribution not against OpenSSL (which is probably available on near 100% of unixoid hosts out there), but YaSSL - of which I personally never even heard.
Apparently, the issue comes from the clashing of function names inside the packages, making for a world of troubles. For a solution, check out Ilia's blog post mentioned before.