I went and checked the MySql website and found that it does run on OS X but not OS 9. I don't know much about DBD::Proxy but I know how to read :0) I guess I have some reading to do.
Thanks,
Sam
A MacPerl user wrote up a quick HOWTO that I posted on my site. It's out of date a little bit (esp. in which module versions to get), and the directions are basically the same for any platform.