In this example, we'll use mysql 4.1.14 with FreeBSD 4.x.
**Note: Moving between the 4.0.x tree to the 4.1.x tree will cause password problems. Info here: http://www.directadmin.com/features.php?id=466
cd /usr/local/directadmin/scripts/packages
wget http://files.directadmin.com/services/freebsd4.8/mysql-standard-4.1.14-unknown-freebsd4.7-i386.tar.gz
cd /usr/local
tar xvzf /usr/local/directadmin/scripts/packages/mysql-standard-4.1.14-unknown-freebsd4.7-i386.tar.gz
ln -s mysql-standard-4.1.14-unknown-freebsd4.7-i386 mysql
cd mysql
rm -rf data
ln -s /home/mysql data
/usr/local/etc/rc.d/mysqld restart