* Component Install: DB function failed with error number 2006
MySQL server has gone away SQL=INSERT INTO jos_components VALUES( 0, 'Kuneri Mobile Joomla!', 'option=com_mobilejoomla', 0, 0, 'option=com_mobilejoomla', 'Kuneri Mobile Joomla!', 'com_mobilejoomla', 0, 'js/ThemeOffice/component.png', 0, '', 1 )
SQL =

INSERT INTO jos_components VALUES( 0, 'Kuneri Mobile Joomla!', 'option=com_mobilejoomla', 0, 0, 'option=com_mobilejoomla', 'Kuneri Mobile Joomla!', 'com_mobilejoomla', 0, 'js/ThemeOffice/component.png', 0, '', 1 )

* It was not possible to delete the selected file.: 'uninstall.mobilejoomla.php'
* It was not possible to delete the selected file.: 'uninstall.mobilejoomla.php'
* It was not possible to copy the selected file.
* JInstaller::install: Failed to copy file: /home/majaleng/public_html/m/tmp/install_4bc2a7924457b/mobilejoomla.xml to /home/majaleng/public_html/m/administrator/components/com_mobilejoomla/mobilejoomla.xml
* Component Install: Could not copy setup file
* Error Loading ModulesMySQL server has gone away SQL=SELECT id, title, module, position, content, showtitle, control, params FROM jos_modules AS m LEFT JOIN jos_modules_menu AS mm ON mm.moduleid = m.id WHERE m.published = 1 AND m.access <= 2 AND m.client_id = 1 ORDER BY position, ordering

Joomla 1.5.15
MJ 0.9.3

"INSERT INTO jos_components VALUES(...)" is the sql made by Joomla (not MJ).
Did you try to install other Joomla components? It may be that you have very short MySQL wait_timeout value.