I wrote a tiny module to abstract it, here's how its usage looks like. It was written and tested using express 3, socket.io 0.9.10 and the (default) MemoryStore from connect 2.4.5. It should work fine with other compatible stores.
var SessionSockets = require('session.socket.io')
, sessionSockets = new SessionSockets(io, sessionStore, cookieParser);
sessionSockets.on('connection', function (err, socket, session) {
//your regular socket.io code goes here
});
For more details on how it works see https://github.com/wcamarao/session.socket.io
You might want to pay attention to the part of the README where it says how to use it with your own session store key (I'm assuming your mysql store uses a name other than the default 'connect.sid').