Hello,
This is only for people who are comfortable with mysql, queries, and manually adding users and granting them privileges.
Before you try this, you'll definately need to backup *all* databases with relevant information in them, as mysql 4 has additions that mysql 3 doesn't have... so the database files probaly won't work anymore.
Also, I don't recommend this if you have many users who rely on mysql, as you probably will have quite a while of mysql downtime. This has not been tested, nor do I recommend doing it... and I've never done it

.. so there is your warning... There might be a better way of doing it, but you have fingers, so give google a go and see if there is anything better.
If not, read on..
1) Go to mysql.com and get their server, client and devel rpm... although.. I'm not sure they have the 3.x there anymore... anyway, *find* the rpm versions you want.
2) *** backup all data *** ... you'll need to dump all the databases you want to preserve to sql files via phpMyAdmin, mysqldump, or the DirectAdmin backup tool.
3) remove old the old mysql:
rpm -e --nodeps MySQL-server
rpm -e --nodeps MySQL-client
rpm -e --nodeps MySQL-devel
(note that mysql might need to be typed as mysql-server, depending on what you have)
4) *after* you've backed up all databases, and double checked that the data is there, you need to then destroy the mysql database files currently there (I'm not sure what mysql 3 would do with the mysql 4 files... or even if anything has changed... so I can't say if this is actually required for your user databases, but it definately required for the "mysql" database).
rm -rf /var/lib/mysql
that will toast everything, so make sure that everything is backed up (you've dumped your databases).
5) take your 3 new rpms, and type
rpm -ivh mysql*.rpm
6) Restore all your data. You've have to add *all* the users back to the database manually, including the root user (set the password).. and the da_admin database user... (use the password in the /usr/local/directadmin/conf/mysql.conf file.. note that da_admin needs all privileges)
This is not a pretty way to do it.. but it shouldn't be too large of a task if you have a small server and only a few databases... If you have a large server, good luck
John