Mysql itself can nicely log all queries to a file, along with the connection number that was used. (The connection initiation is also logged). Thus, the only thing that you probably want to do is to have your script write out a bit to a text file to say what the file was, when the connection was made, and any other details that you want, so that you can use it to relate your scripts to the Mysql log.

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Dr. Michael K. Neylon - mneylon-pm@masemware.com || "You've left the lens cap of your mind on again, Pinky" - The Brain