Thanks Chort :-)
That's odd! Why is the RPM package installed on my system then? That was confusing.
I was able, with the help of Verio's tech support, to upgrade from MySQL 3.23.58 to 4.0.20. The only we got it to work was to uninstall MySQL server and client packages using the "pkg_delete" command and then using "vinstall" utility that comes with Verio's Virtual Private Servers.
To know what packages to delete, I typed in:
$ pkg_info | grep mysql
This showed all packages installed on the system that had the string "mysql" in their name and their versions. When I started deleting those packages, I encountered some errors due to dependent packages. Uninstall those as well.
After uninstalling the old MySQL, I used "vinstall" utility to install the new one. When I was done installing MySQL 4.0.20, I typed the following commands and it was free sailing from there:
That was it :-)