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I've got installed PHP and MySQL from sources at '/usr/local/php' and '/usr/local/mysql'.
I want to install MySQL 4 at '/usr/local/mysql4', listening in another port. Must I install PHP again? Or must I only change my PHP configuration to talk in the new MySQL port?
PHP talks to MySQL through a client. If the client library you are using is talking to MySQL3 then it will not talk to MySQL4 or 5. That is documented pretty well by now.
Installing MySQL4 should also install the MySQL4 client library, which is what PHP will need to interface properly with MySQL4.