I have this problem while installing Rails on Ubuntu 11:
root@salah:/home/salah/rubygems-1.8.15# sudo gem install mysql
Fetching: mysql-2.8.1.gem (100%)
Building native extensions. This could take a while...
ERROR: Error installing mysql:
ERROR: Failed to build gem native extension.
/usr/bin/ruby1.9.1 extconf.rb
/usr/local/lib/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require': cannot load such file -- mkmf (LoadError)
from /usr/local/lib/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require'
from extconf.rb:10:in `<main>'
Gem files will remain installed in /usr/lib/ruby/gems/1.9.1/gems/mysql-2.8.1 for inspection.
Results logged to /usr/lib/ruby/gems/1.9.1/gems/mysql-2.8.1/ext/mysql_api/gem_make.out
mysql2
gem is now the standard – Anthony Alberto