A Perl utility that converts the MySQL database dump to the form that can be loaded into PostgreSQL. Despite that both databases are claimed to be compliant with ANSI SQL standard, MySQL dump can't be loaded directly into PostgreSQL.
MySQL types of enum and SET are implemented via user-defined functions (UDFs), user-defined types and user-defined operators.
Starting from version PostgreSQL 7.1beta5 my2pg is distributed together with PostgreSQL. It can be found in the contributed code collection in the directory contrib/mysql. By the way there you can find also other conversion tools. Also, you may want to visit this page to find some more convertors.