util/mysql: set reconnet option before real_connect

Otherwise it does not have any effect.

There was an issue on [mysql](http://forums.mysql.com/read.php?3,602702,602702) library that we should be aware:

       A client crash occurred if mysql_set_server_option() or
       several other C API functions were called before
       mysql_real_connect(). (Bug #17338958)]