If you think mysql didn't install itself in the right place, just pass some more parameters to the configure script. You can also change the path to the database files at runtime with the -h,--datadir option. Agree completely that mysql can seem like a bad joke after using pg, but then again mysql doesn't have the operational headaches that come with postgresql: vacuum, reindex, and so forth. I tend to use both systems.
My colleagues at work had the genius idea to install a mail filtering system called MailMarshal in front of their Exchange server. I would not recommend this product. It blocks mails containing GIF files, but the same image converted to PNG is not blocked. Also if the GIF is buried in one extra level of MIME hierarchy, it will be allowed. Finally it seems more interested in the memo From: header than the SMTP envelope sender.
The punch line is that I cannot send mail even to people within my own company without resorting to a comical rfc822-in-rfc822 tunneling system. It is the mail analog to ipip tunneling through firewalls. And it proves once again that control freaks don't understand networks.
Unfortunately I was unable to control my frustration after a week of trying to diagnose this mail problem, and flamed the administrators (gently). This never helps the situation but I always do it. I am broken in that regard.