I've tried this on both Ubuntu linux and Windows 7, I have compiled the server with just own max level modification and it compiles fine. I set up MySQL using this guide SQL Installation and then made my configurations in conf using this guide Connecting and Starting and I run the server and all three out put this;
Character Server
[status]: Memory manager initialised: log/char-server_sql.exe.leaks
RAthena Development Team presents
____ ___ __ __
/ __ \/ | / /_/ /_ ___ ____ ____ _
/ /_/ / /| |/ __/ __ \/ _ \/ __ \/ __ `/
/ _, _/ ___ / /_/ / / / __/ / / / /_/ /
/_/ |_/_/ |_\__/_/ /_/\___/_/ /_/\___,_/
http://rathena.org/board/
[info]: SVN Revision: '15538'.
[Error]: File not found: conf/import/packet_conf.txt
[info]: Server supports up to '4096' concurrent connections.
[info]: Reading configuration file conf/char_athena.conf...
[status]: PureMadnessRO server has been initialized
[status]: Login server IP address : 127.0.0.1 -> 127.0.0.1
[status]: Character server IP address : 71.92.157.99 -> 71.92.157.99
[info]: Console Silent Setting: 0
[Error]: Configuration file not found: conf/import/char_conf.txt.
[info]: Done reading conf/char_athena.conf.
[info]: Reading the configuration file conf/subnet_athena.conf...
[status]: Read information about 1 subnetworks.
[info]: Reading file conf/inter_athena.conf...
[info]: Reading file conf/import/inter_conf.txt...
[Error]: file not found: conf/import/inter_conf.txt
[info]: Done reading conf/inter_athena.conf.
[info]: Finished reading the char-server configuration.
[info]: interserver initialize...
[info]: reading file conf/inter_athena.conf...
[status]: set char_server_ip : 127.0.0.1
[status]: set char_server_port : 3306
[status]: set char_server_id : ragnarok
[status]: set char_server_pw : ragnarok
[status]: set char_server_db : ragnarok
[Error]: file not found: conf/import/inter_conf.txt
[info]: done reading conf/inter_athena.conf.
[info]: Connect Character DB server.... (Character Server)
[sql]: Access denied for user 'ragnarok'@'localhost' (using password: YES)
[Debug]: at c:\rathena\src\char\inter.c:274
Char-Server has terminated abnormally.
Restarting in 15 seconds, press Ctrl+C to cancel.
Map Server
[status]: Memory manager initialised: log/map-server_sql.exe.leaks
RAthena Development Team presents
____ ___ __ __
/ __ \/ | / /_/ /_ ___ ____ ____ _
/ /_/ / /| |/ __/ __ \/ _ \/ __ \/ __ `/
/ _, _/ ___ / /_/ / / / __/ / / / /_/ /
/_/ |_/_/ |_\__/_/ /_/\___/_/ /_/\___,_/
http://rathena.org/board/
[info]: SVN Revision: '15538'.
[Error]: File not found: conf/import/packet_conf.txt
[info]: Server supports up to '4096' concurrent connections.
[info]: Initializing random number generator.
[info]: Char Server IP Address : '127.0.0.1' -> '127.0.0.1'.
[info]: Map Server IP Address : '71.92.157.99' -> '71.92.157.99'.
[info]: Console Silent Setting: 0
[Error]: Map configuration file not found at: conf/import/map_conf.txt
[Error]: File not found: conf/import/battle_conf.txt
[Error]: Messages file not found: conf/import/msg_conf.txt
[Error]: file not found: [conf/import/script_conf.txt]
[status]: Using SQL dbs: yes
[Error]: File not found: 'conf/import/inter_conf.txt'.
[Error]: Log configuration file not found at: conf/import/log_conf.txt
[info]: Connecting to the Map DB Server....
[sql]: Access denied for user 'ragnarok'@'localhost' (using password: YES)
Map-Server has terminated abnormally.
Restarting in 15 seconds, press Ctrl+C to cancel.
Login Server
[status]: Memory manager initialised: log/login-server_sql.exe.leaks
RAthena Development Team presents
____ ___ __ __
/ __ \/ | / /_/ /_ ___ ____ ____ _
/ /_/ / /| |/ __/ __ \/ _ \/ __ \/ __ `/
/ _, _/ ___ / /_/ / / / __/ / / / /_/ /
/_/ |_/_/ |_\__/_/ /_/\___/_/ /_/\___,_/
http://rathena.org/board/
[info]: SVN Revision: '15538'.
[Error]: File not found: conf/import/packet_conf.txt
[info]: Server supports up to '4096' concurrent connections.
[info]: Reading configuration file conf/login_athena.conf...
[status]: set login_port : 7777
[info]: Console Silent Setting: 0
[info]: Reading configuration file conf/inter_athena.conf...
[Error]: Configuration file (conf/import/inter_conf.txt) not found.
[info]: Finished reading conf/inter_athena.conf.
[Error]: Configuration file (conf/import/login_conf.txt) not found.
[info]: Finished reading conf/login_athena.conf.
[info]: Reading the configuration file conf/subnet_athena.conf...
[status]: Read information about 1 subnetworks.
[info]: Initializing random number generator.
[sql]: Access denied for user 'ragnarok'@'localhost' (using password: YES)
[Debug]: at c:\rathena\src\login\loginlog_sql.c:110
Login-Server has terminated abnormally.
Restarting in 15 seconds, press Ctrl+C to cancel.