I am having this same problem as well. have tried using multiple mysql lib versions, all failed.
Code:
1>Linking...
1>mysqlclient.lib(my_thr_init.obj) : error LNK2019: unresolved external symbol __iob referenced in function _my_thread_global_init
1>mysqlclient.lib(default.obj) : error LNK2001: unresolved external symbol __iob
1>mysqlclient.lib(my_messnc.obj) : error LNK2001: unresolved external symbol __iob
1>../build/Zone.exe : fatal error LNK1120: 1 unresolved externals
edit: I am using VS .net 2005 btw