Ubuntu 10.04 Lucid Lynx
(i guess its abit off-topic, but please tell what you suggest to install)
but still, as far as i can see, i never ask it to link "mysql", i ask it to link to "mysqlclient" and "libmysql"
:?:
im confused 
This is in probably in violation of forum rules and if one of the moderators tries to hit anyone's knuckles with a ruler make sure they are yours.

When you pass the command -lmysql to gcc (or g++) it will look for a file called libmysql.a, that's it. I don't use mysql, but a quick search in synaptics showed a package called libmysql-dev, that's probably what you need.
As a general rule, most shared libraries will have a xxx-dev counterpart containing the files needed to build an app supporting them.
HTH,
Ken