I see that you get all kinds of responses on the zope mailing list regarding Zope, mySQL and Windows. Hate to see that ... well .. to your problems:
I run Windows 2000 on my laptop with Zope 2.2.4 and mySQL 3.23.30.
I even run the same Zope and mySQL setup on a Compaq server with Windows 4.0 in a production environment. Not the kind of setup I would prefer, but my customer wanted it installed on this server. Anyway: the setup is 100% stable, and I and my customer is really satisfied with the solution.
I had problems getting things working when I compiled the mysql.dll file manually. Instead, I downloaded the files as specified in the HOW-TO on mySQL in win32 environment.
With these files installed I have no problems performing different queries, inserts, updates etc in the mySQL database. I have not experienced one crash!!
The setup has also been tested (though not thorougly) under Windows 95 and Windows 98!
So: try to follow the HOW-TO and download the files specified there. Setting up Zope & mySQL on Win32 machines takes no for me at all, and it always runs very well!!
Best of luck to you!