If you want to permanently renice Mysql, you need to first find where the mysqld_safe or safe_mysqld file is. Typically it's located within the /usr/bin directory.
Then, with your favorite editor, add or change (if the line is already present) the following:
niceness=value (between -20 and 20, with -20 being the most resource needful and 20 being the least)
Then just restart Mysql.