Finally, in recent full release of MySQL 4.1, subqueries are given full support. News that will surely make web database hacks the World over happy ;-)

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Updated 2021 : note that the above post is out-of-date, given this post was originally published in 2004, but is left here for archival purposes. The link to the external article, http://dev.mysql.com/tech-resources/articles/4.1/subqueries.html, is now dead so I have unlinked it.