changing mysql datadir

[zbigniew szalbot]

Hello,

Wonder if you know whether it is possible to change mysql server data 
dir from the default /var/db/mysql. I looked through my-small.cnf but 
found no option called datadir.

If anyone knows how to change or where to look for compile-time options 
to set a custom datadir, I'd very much appreciate a link. I was able to 
find Windows-related advice how to change the default datadir.

Thanks!

Zbigniew Szalbot