Subquery

Subquries have been added since MySQL v4.1. For further information see:

Subquery Syntax - http://dev.mysql.com/doc/mysql/en/Subqueries.html

For earlier versions of MySQL, please see:

Rewriting Subqueries as Joins for Earlier MySQL Versions - http://dev.mysql.com/doc/mysql/en/Rewriting_subqueries.html

You should consider rewriting as a join even for later versions as its usually faster.