missing header file?

[Sergei Skarupo]

Hi all,
 
I'm trying to modify and recompile some UDFs for MySQL 4.1. I'm using the 
header files from the version 4.1.10 Linux source archive and am getting the 
following error:
 
/home/sskarupo/mysql-4.1.10/include/my_global.h:70: my_config.h: No such file 
or directory
 
my_config.h isn't there. It is included in the Windows source archive, though.
 
Can anyone explain this?
 
Thanks in advance,
 
Sergei