I've compiled Exim and I've managed to start it but there was one problem - it always complained that libmsqlclient.so.10 was not found, even though this file is in /usr/local/lib/mysql/.

Solaris: ensure you have this in your Local/Makefile:

LOOKUP_LIBS=-L/usr/local/lib/mysql -R/usr/local/lib/mysql

Net/Open/FreeBSD: Run this command (or ensure it gets run automatically at boot time):

ldconfig -m /usr/local/lib/mysql

Linux: add /usr/local/lib/mysql to /etc/ld.so.conf and re-run ldconfig. Alternatively, add

-Wl,-rpath -Wl,/usr/local/lib/mysql

to EXTRA_LIBS and then re-link (this is similar to the Solaris solution above). This will probably also work on other systems that use GNU Binutils.