Valgrind reports a conditional jump that depends on uninitialized
data while doing a LOAD DATA and for this test case only. This
test case, tests that loading data from a 4.0 or 4.1 instance
into a 5.1 instance is working. As such it handles old binary log
with a different set of events than currently 5.1 codebase uses.
See the following reference for details:

http://forge.mysql.com/wiki/MySQL_Internals_Binary_Log#LOAD_DATA_INFILE_Events

Problem:
 
 The server is handling an Execute_load_log_event, which results
 in reading a Load_log_event from the binary log and applying
 it. When applying the Load_log_event, some variable setup is
 done and then mysql_load is called. Late in mysql_load
 execution, if not in row mode logging, the event is
 binlogged write_execute_load_query_log_event.

 In write_execute_load_query_log_event, thd->lex->local_file is
 inspected. The problem is that it has not been set before in the
 execution stack. This causes valgrind to report the warning.

Fix: 
  
 We fix this by initializing thd->lex->local_file to be the same
 as the value of Load_log_event::local_fname, when lex_start is
 called inside Load_log_event::do_apply_event.