mySQL, mySQL Max and stored procedure support (version problem?)

[Ivan Sergio Borgonovo]

I'm running:
mysql  Ver 12.21 Distrib 4.0.15, for suse-linux (i686)
ps says I'm running mysql-max
mysql    21397  0.0  1.7 71216 16064 pts/8   S    10:32   0:00
/usr/sbin/mysqld-max ....

that *should* support stored procedures, shouldn't it?

but this fail

create procedure pippo
begin
  select 1
end

as well as

create procedure 'pippo'
begin
  select 1
end

and many other combination

Is my syntax wrong? am I using the wrong version of mySQL to have SP
support? Should I configure anything to have SP support?
If I'm using the wrong version of mySQL which one has SP support and
is considered the most stable?

thx