Hi,
first of all, which version did you install? I recommend to install the precompiled packages provided by MySQL from
http://dev.mysql.com/downloads/mysql/4.1.html ("Mac OS X" section)
The response "-sh: mysql: command not found." simply indicates that the mysql command was not found in the UNIX path environment. By default, the precompiled packages install everything under /usr/local/mysql/, so the following should be working.
kai-voigts-powerbook-g4-15:~ k$ /usr/local/mysql/bin/mysql --version
/usr/local/mysql/bin/mysql Ver 14.7 Distrib 4.1.12, for apple-darwin7.9.0 (powerpc) using readline 4.3
To make life easy, add /usr/local/mysql/bin to your UNIX path. This depends on the UNIX shell you're using. As for sh and bash, add the following lines to /etc/profile.
PATH=$PATH:/usr/local/mysql/bin/
export PATH
The next time you launch a UNIX shell, the mysql command is available.
kai-voigts-powerbook-g4-15:~ k$ mysql --version
mysql Ver 14.7 Distrib 4.1.12, for apple-darwin7.9.0 (powerpc) using readline 4.3
Kai