Starting MySQL server automatically actually means executing the
/usr/local/mysql/bin/mysqld dæmon on startup. If MySQL won't do it for you, it's easy enough to add the necessary instructions yourself.
For this, we'll add a launchd job descriptor to the
/Library/LaunchDaemons folder. The procedure is very well described in this Mac OS X Hints article.
Note: I would have liked to copy and edit it here, since it adds some details that are unnecessary in this case, but I couldn't find license information about Mac OS X Hints' content, so I'll simply link.