In another topic I replied on how to [i]supposedly[/i] use pure ruby mySQL gems within SketchUp embedded Ruby.
I never tried loading the MySQL server on my computer, it seemed too big of a hassle. But I did get the support gems to load fine within SketchUp.
If you get it working let us know. I never got any feedback from the original poster in that topic thread.
Oh, and read that tutorial mentioned for how to use the DBI gem.