MySQL installation

I'm having difficulty getting MySQL set up on my brand new macbook os x.  When running sudo gem install mysql -- --with-mysql-dir=/usr/local/mysql as suggested in my database.yml file, I get the error which includes:

*** extconf.rb failed ***

Could not create Makefile due to some reason, probably lack of necessary libraries and/or headers.  Check the mkmf.log file for more details.

Where is this mkmf.log?  What information will this log give me?  (Any other suggestions on how to get this working?)

Thank you so very much!

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