Thanks for the bug report!
>>>>> "Andrew" == Andrew Melnikov <nimnul@stripped> writes:
Andrew> SHORT BUG DESCRIPTION
Andrew> Mysql doesn't support UDFs on Win32 platform.
Andrew> PROPOSED FIX
Andrew> 1. Add sql/sql_udf.h and sql/sql_udf.cpp to the mysqld project
Andrew> 2. Set up HAVE_DLOPEN macro using /D Óompiler option
Andrew> 3. Create table "func" in mysql database.
Andrew> After that "CREATE FUNCTION" statement and UDFs work fine.
Miguel, could you please fix this in the next MySQL-windows release.