It's Friday (a MySQL Question)

Hi gang:

Normally if I want to dump a MySQL database, I read the database via 
a PHP script (i.e., list tables and fetch rows) and save the results 
as a text file -- after which I download the file -- it's not a big 
deal.

However while I was doing my daily read of the MySQL Manual, namely:

http://dev.mysql.com/doc/refman/5.0/en/select.html

I came across this statement:

     SELECT * FROM table_reference INTO OUTFILE 'file_name'

It looked to be bit simpler/shorter than my code, so I tried it. But 
it reports:

     Access denied for user 'me'@'localhost' (using password: YES).

I suspect that the "access being denied" is because MySQL doesn't 
have permission to create the output file. The MySQL manual reports: 
1) that a file cannot be present; 2) AND MySQL must have file 
privileges to create the file -- but I don't know how to set that up.

So, has anyone got this to work? If so, how did you do it? If at all 
possible, please provide code (MySQL/PHP) and not command-line 
statements.

Cheers,

tedd

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