Thanks for helping Survive. I feel like I understand the process to follow now. I have created the Jail as 'Standard'. I then opened up a Shell and enter the jail using 'jexec _ /bin/tcsh'. So far so good.
 
From here on, I have tried many variations to 'pkg install mysql55-server'. Every way I try fails and the problem is that I end up losing connectivity outside of the jail. I have pasted my Shell entries below. You can see that I can ping Google, then I try to install the package. This fails, and then I can no longer ping google. (in-line edit) I just tried this again, and before I get to the pkg install, my 'jexec' session was terminated (screen paused, then was taken back to standard shell). After re-entering jexec, I can no longer ping google. I have noticed this happen in previous sessions, and I wonder if whatever this i, is related to my issue. Any ideas?
 
Code:
[root@freenas ~]# jls                                                         
  JID  IP Address      Hostname                      Path                     
    1  -              dlna_1                        /mnt/raid/jails/dlna_1   
    7  -              mySQL                        /mnt/raid/jails/mySQL   
[root@freenas ~]# jexec 7 /bin/tcsh                                           
root@mySQL:/ # ping www.google.com                                             
PING www.google.com (74.125.26.99): 56 data bytes                             
64 bytes from 74.125.26.99: icmp_seq=0 ttl=42 time=31.160 ms                   
64 bytes from 74.125.26.99: icmp_seq=1 ttl=42 time=28.945 ms                   
64 bytes from 74.125.26.99: icmp_seq=2 ttl=42 time=49.001 ms                   
64 bytes from 74.125.26.99: icmp_seq=3 ttl=42 time=29.799 ms                   
64 bytes from 74.125.26.99: icmp_seq=4 ttl=42 time=31.485 ms                   
64 bytes from 74.125.26.99: icmp_seq=5 ttl=42 time=27.930 ms                   
^C                                                                             
--- www.google.com ping statistics ---                                         
6 packets transmitted, 6 packets received, 0.0% packet loss                   
round-trip min/avg/max/stddev = 27.930/33.053/49.001/7.235 ms                 
root@mySQL:/ # pkg install mysql55-server                                     
The package management tool is not yet installed on your system.               
Do you want to fetch and install it now? [y/N]: y                             
Bootstrapping pkg please wait                                                 
pkg: Error fetching http://pkgbeta.FreeBSD.org/freebsd:9:x86:64/latest/Latest/pk
g.txz: No address record
root@mySQL:/ # ping www.google.com                                             
^C                                                                             
root@mySQL:/ #