Sure...you just have to tell MySQL that the field in question *IS* case sensitive.
One easy way to do it:
CREATE TABLE tablename (
fieldname VARCHAR(25) BINARY PRIMARY KEY,
Adding the keyword BINARY to the VARCHAR type cause it to become case sensitive.
Incidentally, you *DID* have to do the equivalent when you used SQL Server. I forget you specify case sensitivity in SQL Server, but it is also case insensitive by default. (In fact, the ANSI standard for SQL says VARCHAR and CHAR are case insensitive by default. The standard doesn't even provide a way of specifying that a field is case sensitive but leaves that up to each DB as an option in implementation.)