The fourth time I have tried to post this *sigh* isn't the Internet wonderful...
Binary (even universal binaries) for OS X are not compatible with the iPhone. You will need to get the source for the MySQL client library and compile it yourself.
Unfortunately, MySQL doesn't appear to support a Cygwin port so that may make compiling with the toolchain difficult. Even more unfortunately, the source for the client is not cleanly separated from the server, but if you are using the SDK, compiling for OS X would probably give you a good starting point.
Here is an article that may help:
MySQL on Mac OS X