I've been frustrated trying to find mod_auth_mysql precompiled for use with my xampp (which on the front page states it has mod_auth_mysql in the package) as I need it for my website.
I downloaded the last version which mod_auth_mysql was included in the package (1.6.6) and extracted the 1 file to my xampp 1.7 directory, enabled it in httpd.conf and it worked flawlessly. I saw a couple other people on this site trying to get it to work so try going that route.
That said, this would a good module to keep in the package, it has many benefits.
Thanks,
Jasin