The dll isn't there because it's not needed. MySQL support was been added to PHP's core functionality with the release of version 4. As the current stable release of php-gtk (v0.1.1a) is compiled against a CVS version of 4 (4.0.8-dev to be precise), MySQL support should be native. Besides, none of the sample scripts included in the php-gtk distro make any calls to MySQL.... they only demonstrate the usage of the major widget classes.
It sounds like your problem is arising from a old installation of PHP3 which is still hiding on your system somewhere. Check to make sure you don't have any old copies of php(3).ini lying around in the directories in your %PATH%. If you're running a copy of PHP on a local httpd server installation, try putting a copy of php.ini in the same directory as the php-gtk binaries. Make sure that copy of php.ini isn't trying to load any php_*.dll's and the web settings like loading a browscap.ini have been commented out. HTH.
-geoff