The path you give to LOAD DATA INFILE
is for the filesystem on the machine where the server is running, not the machine you connect from. LOAD DATA LOCAL INFILE
is for the client's machine, but it requires that the server was started with the right settings, otherwise it's not allowed. You can read all about it here: http://dev.mysql.com/doc/refman/5.0/en/load-data-local.html
As for SELECT INTO OUTFILE
I'm not sure why there is not a local version, besides it probably being tricky to do over the connection. You can get the same functionality through the mysqldump
tool, but not through sending SQL to the server.