I have a question: You downloaded MyDNS tar.gz package ( 1.2.8.27 2009-03-26 ) or maybe files from SVN? I noticed that although tar.gz package was released more than year ago, there was changes in SVN (e.g.
http://mydns-ng.svn.sourceforge.net/...v&revision=217 and before). One of rev should fix problem with axfr (from description). So tell me if you used SVN and this is the reason why it works for you but not for me.