Using the MCPKit is one way to use MySQL from your Cocoa Application, and I decided to do just that. But there is that one problem since the project seems not to be all that alive - the compiled version is PPC only, no Universal Binary. Well, I thought, download the source and build the Framework on your own. I finally succeeded, but not without running into some troubles first.
Rafael: Thank you very much, I was having a huge headache to solve the very same problem!