After 2day of trying and googling and...my problem still remains.
I compiled udf_example.so from mysql sources

CREATE FUNCTION metaphon RETURNS STRING SONAME 'udf_example.so';

Error Code : 1126
Can't open shared library 'udf_example.so' (errno: 0)

uname (Debian distributions):
Linux 2.6.12-1-386 #1 i686 GNU/Linux
mysql --version
mysql Ver 14.12 Distribution 5.0.18
tested compilation of udf_example.so command line options:
-shared
-rdynamic
-fno-implicit-templates
-fno-exceptions
-fno-rtti
-lmysqlclient

mysql compilation command line:
./configure --with-mysqld-ldflags=-rdynamic

ldd /usr/lib/udf_example.so:
linux-gate.so.1 => (0xffffe000)
libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0xb7ed9000)
libm.so.6 => /lib/tls/libm.so.6 (0xb7eb3000)
libgcc_s.so.1 => /lib/libgcc_s.so.1 (0xb7ea8000)
libc.so.6 => /lib/tls/libc.so.6 (0xb7d70000)
/lib/ld-linux.so.2 (0x80000000)

udf_example.so permitions:
-rwxrwxr-x 1 root root 14491 2006-03-31 13:03 udf_example.so

more:
- try name convention libudf_example.so with no effect
- export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/lib also no effect


Please !! I'm slowly going mad

Problem solved!!

I was typing CREATE FUNCTION stament in my client SQLYog
When I do this at build in console client "mysql" everythings works ok!