mysql-test/t/union.test:
  A test case for :
  
  CREATE TABLE .. SELECT .... UNION SELECT ... UNION SELECT .....
  
  and
  
  INSERT INTO ... SELECT .... UNION SELECT ... UNION SELECT ....
  
  Monty, please let me know what changes do you want me to make. 
  I could not make both in the same function, as insert requires
  that table is open.
  
  Let me know what changes to make before I plunge into:
  
  EXPLAIN SELECT ... UNION ... SELECT ......