Yep, figured it out.
Had to install libmysql12-devel-4.0.15-1mdk from Disk 3.
Go the rpmdrake + and search for mysql
The default install of MD 9.2 does include libmysql12-4.0.15-1mdk, but not the "devel" version
Once I plugged in the devel version, the mysql_config file was created. At that point, I did:
/usr/local/bin/perl -MCPAN -e 'install DBD::mysql'
to install DBD::mysql to work with the secondary perl, and it seems to be working fine now.
However, the 'install' call I believe also tries to upgrade your perl to the latest version. So, to just install the module without updating, I believe you would call it like this:
/usr/local/bin/perl -MCPAN -e 'get DBD::mysql'
You might have to install Class::Container first, though, to do that type of module install.