For some reasons I have to downgrade MySQL so:
Will downgrading MySQL 5.5 to MySQL 5.0 or 5.1 cause data loss?
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Simply use mysqldump to export your data.
Remove mysql 5.5 server software and install desired version.
Then use mysql client to import.
You can follow official downgrade guide
Based on this document, only change is default storage engine has changed to InnodDB, so no problem should occures.
Upgrade guide can explain what has changed from 5.1 to 5.5.
Never ever copy data files directly !!!