I found a solution that works for me. I am going to wait until June 6th when Fedora Core 4 comes out and do a fresh install
What I think happened is when I installed Fedora Core 3 I specified that I wanted MySQL. But I later tried to uninstall MySQL because it was version 3 and I wanted 4.1
Somewhere along the line I must have removed some dependencies or did an install to a nonstandard directory...etc. Since I'm new to Linux I don't have the expertise to find the error.
And I don't *need* it to work on my workstation, I have MySQL working on the Mac in my office.
I assume that Fedora Core 4 will have MySQL 4.1, so I'll just sit tight for a few more weeks.