Make sure you use HEAP type tables for the temporary tables, then they are created in memory, which is well.. faster.
"This is not a complain... but things are not as great as people thing on the freeware software... "
MySQL is crap when it comes to serious functionality, it's just not there. I've been shouting that for years.
But all is well on the free software front, because PostgreSQL supports just about everything that the 'big boys' do. www.postgresql.org