I ran into the same problem when installing mysql gem for Rails development. This fix worked for me http://seanbehan.com/programming/fixing-mysql-for-rails-2-2-development-on-mac-os-x/

The same thing works with the data objects gem. Just specify the path the mysql config that it's using and the gem should install just fine.

gem install do_mysql -- --with-mysql-config=/opt/local/lib/mysql5/bin/mysql_config