It looks like the mysql gem can install at least.

```C:\opscode\chef\embedded\bin>gem.bat install mysql --no-ri --no-rdoc
Fetching: mysql-2.9.1-x86-mingw32.gem (100%)

======================================================================================================

  You've installed the binary version of mysql.
  It was built using MySQL Connector/C version 6.0.2.
  It's recommended to use the exact same version to avoid potential issues.

  At the time of building this gem, the necessary DLL files where available
  in the following URL:

  http://dev.mysql.com/get/Downloads/Connector-C/mysql-connector-c-noinstall-6.0.2-win32.zip/from/pick

  You can put the lib\libmysql.dll available in this package to your Ruby bin directory.
  E.g. C:\Ruby\bin

======================================================================================================

Successfully installed mysql-2.9.1-x86-mingw32
1 gem installed
```