How to compile ocaml to native code

i'm really interested learning ocaml, it fast (they said it could be compiled to native code) and it's functional. So i tried to code something easy like enabling mysql event scheduler.

#load "unix.cma";;
#directory "+mysql";;
#load "mysql.cma";;
let db = Mysql.quick_connect
  ~user:"username"
  ~password:"userpassword"
  ~database:"databasename"();;
let sql =
    "SET GLOBAL EVENT_SCHEDULER=1;"
    in
    (Mysql.exec db sql);;

It work fine on ocaml interpreter, but when i was trying to compile it to native (i'm using ubuntu karmic), neither of these command worked

ocamlopt -o mysqleventon mysqleventon.ml unix.cmxa mysql.cmxa
ocamlopt -o mysqleventon mysqleventon.ml unix.cma mysql.cma

i also tried

ocamlc -c mysqleventon.ml unix.cma mysql.cma

all of them resulting same message

File "mysqleventon.ml", line 1, characters 0-1:
Error: Syntax error

Then i tried to remove the "# load", so the code goes like this

let db = Mysql.quick_connect
  ~user:"username"
  ~password:"userpassword"
  ~database:"databasename"();;
let sql =
    "SET GLOBAL EVENT_SCHEDULER=1;"
    in
    (Mysql.exec db sql);;

The ocamlopt resulting message

File "mysqleventon.ml", line 1, characters 9-28:
Error: Unbound value Mysql.quick_connect

I hope someone could tell me, where did i'm doing wrong.