I have my system with targeted policy enabled.
this is the related packages version I use.

selinux-policy-2.4.6-46.fc6
selinux-policy-targeted-2.4.6-46.fc6
selinux-policy-strict-2.4.6-46.fc6
libselinux-1.33.4-2.fc6
selinux-policy-devel-2.4.6-46.fc6
libselinux-devel-1.33.4-2.fc6

I installed my mysql with
./configure --prefix=/usr/local/mysql \
--sharedstatedir=/var/lib/mysql \
--localstatedir=/var/lib/mysql \
--with-charset=gb2312 \
--with-extra-charsets=big5,latin1 \
--without-debug \
--enable-assembler --with-openssl=yes \
--with-unix-socket-path=/tmp/mysql.sock \
--mandir=/usr/share/man

I can start mysql with /usr/local/mysql/bin/mysqld_safe &

Because I want run mysql in mysqld_t domain not unconfined_t. So
I changed the /usr/local/mysql/libexec/mysqld with mysqld_exec_t.
and copy the mysql.server to /etc/init.d
here is the output:
[souldump@localhost study]$ ls -Z /etc/init.d/mysql
-rwxr-xr-x root root system_ubject_r:initrc_exec_t /etc/init.d/mysql

I cannot start mysql service through
/etc/init.d/mysql start

I have tried the rpm package, It works fine.
how should I to make my self's work too?
what's wrong with my configuration?
Who can help me!