If you try to install MySQL library for Ruby using standard "gem install mysql" command you will get an error like this:

Building native extensions.  This could take a while...
ERROR:  Error installing mysql:
        ERROR: Failed to build gem native extension.
        
/usr/bin/ruby1.8 extconf.rb install mysql
extconf.rb:1:in `require': no such file to load -- mkmf (LoadError)
        from extconf.rb:1

There might be a problem with default Ubuntu dependencies for Ruby package.

Follow three steps to install MySQL extensions for Ruby.

1. Install Ruby development files:

$ sudo apt-get install ruby1.8-dev

2. Install required MySQL development files:

$ sudo apt-get install libmysqlclient15-dev

3. And now you can install MySQL extension:

$ sudo gem1.8 install mysql

That's it!