Quoting from the
MySQL :: MySQL 5.0 Reference Manual :: 4.2.2 Connecting to the MySQL Server URL
The following table shows the permissible --protocol option values and indicates the platforms on which each value may be used. The values are not case sensitive.
--protocol Value Connection Protocol Permissible Operating Systems
TCP TCP/IP connection to local or remote server All
SOCKET Unix socket file connection to local server Unix only
PIPE Named-pipe connection to local or remote server Windows only
MEMORY Shared-memory connection to local server Windows only
On Windows, the shared-memory name to use, for connections made using shared memory to a local server. The default value is MYSQL. The shared-memory name is case sensitive.