Syntax for /etc/my.cnf in Red Hat 9:

[mysqld]
set-variable=long_query_time=1
log-slow-queries=/var/log/mysql/log-slow-queries.log

You must create the file manually and change owners this way:

mkdir /var/log/mysql
touch /var/log/mysql/log-slow-queries.log
chown mysql.mysql -R /var/log/mysql