I followed the instructions here: http://crazytoon.com/2007/07/23/mysql-changing-runtime-variables-with-out-restarting-mysql-server/ but that seems to only set the threshold
For slow queries on version < 5.1, the following configuration worked for me:
log_slow_queries=/var/log/mysql/slow-query.log long_query_time=20 log_queries_not_using_indexes=YES
Also note to place it under [mysqld] part of the config file and restart mysqld.
[mysqld]
mysqld