Требуется установить движок для работы с MySql .
Скачал mysql-connector-java-3.0.7-stable-bin.jar , разместил в j2sdk1.4.2\jre\lib\ext\
При запуски программы, создающей соединение, выдает ошибку : java.sql.SQLException: No suitable driver
Тоже и с движком caucho-jdbc-mysql-2.1.0.jar

Подскажите, что делать?

Читаем FAQ от SUN

9. What causes the "No suitable driver" error?

"No suitable driver" is an error that usually occurs during a call to the DriverManager.getConnection method. The cause can be failing to load the appropriate JDBC drivers before calling the getConnection method, or it can be specifying an invalid JDBC URL--one that isn't recognized by your JDBC driver. Your best bet is to check the documentation for your JDBC driver or contact your JDBC driver vendor if you suspect that the URL you are specifying is not being recognized by your JDBC driver.

In addition, when you are using the JDBC-ODBC Bridge, this error can occur if one or more the the shared libraries needed by the Bridge cannot be loaded. If you think this is the cause, check your configuration to be sure that the shared libraries are accessible to the Bridge.