If you saw the "Failed to build gem native extension" error while building native mysql gem then you need to install libmysql++-dev package.
$ sudo gem install mysql [sudo] password for milosz: Fetching: mysql-2.8.1.gem (100%) Building native extensions. This could take a while... ERROR: Error installing mysql: ERROR: Failed to build gem native extension. [...]
$ sudo apt-get install libmysql++-dev
$ sudo gem install mysql Building native extensions. This could take a while... Successfully installed mysql-2.8.1 1 gem installed Installing ri documentation for mysql-2.8.1... Installing RDoc documentation for mysql-2.8.1...