Anonymous Monk,
Ok, what is unclear to me at this point is what you mean by the mysql libraries except the ones that came with MySQL. There are two main ways one might use DBD::MySQL - to connect to a local database or to connect to a remote database.

In the case of the former (MySQL server on local box), you end up with MySQL client as a bi-product. You need to compile your own client libraries inside of Cygwin and ensure that the Windows installed one doesn't come into play.

In the case of the latter (no local MySQL database), you only need to compile the MySQL client libraries within Cygwin (and not the server as reports are this doesn't work). There shouldn't be a path or version issue since it is the only one present.

It isn't clear to me which of these two you are doing. I only did the first method I described.