Hello Blues, If I remember right links manager was a pain in the butt to get working on MySql. Thought I had posted something over a SHN Forum but I can't locate yet. It was not fun.
But the issue had something to do with MySql would not all SHOW as a field name or it is a reserved word or something like that. Did you run into errors when you ran the dbs_links file?
I ended up editing about 5-6 of the files for the mod to make it work.