This is how I solved my problem... Thank you for the link, Raymond.
After I execute any statement (load data infile, in my case), I do the following:
MySqlCommand command2 = new MySqlCommand("SHOW WARNINGS", con);
using (MySqlDataReader reader = command2.ExecuteReader())
{
while (reader.Read())
{
String level = reader["Level"].ToString();
String code = reader["Code"].ToString();
String message = reader["Message"].ToString();
}
}
'show warnings' returns a result set in three columns: 'Level','Code' and 'Message'. This is how I get the data I needed.
I hope this is helpful ;)