When you authenticate using the mod_auth_mysql module, you can be authenticated to the server, but still not have the REMOTE_USER environment variable (for use in your CGI scripts) set.
To do this, you need to set the
require group ADMIN ## any group name, not just ADMIN
line.
This caused my a couple of hours mucking about this morning, so maybe it will save you some work. Google didn't return anything anyway...