Your webhost probably does not allow mysql connections from random ip addresses by default. You may be able to configure it but many hosts do not allow remote connections at all or limit them to a small number of ip addresses.
I don't think mysql is really suited to this task.

Users have to download and install MySQL ODBC drivers.

Cheap webhosts often don't allow unrestricted remote mysql access.

User name and pass can be sniffed enabling users to connect with another mysql client and run their own queries.

All the logic is client side so users have to download a new version to get bug fixes.
I'd use something on the server like php that would sit between the dbpro app and the database. Then use this code snippet to make http requests to the php files and get the response.
http://forum.thegamecreators.com/?m=forum_view&t=106091&b=6
Bug fixes / improvements that just effect the server don't need the user to download a new version.

No secret info hidden in the exe the user can exploit. They just have their user name + pass.

No additional drivers/libraries need to be installed.

Server code can check what the client is doing, no increasing their score by 10,000 points or tampering with other users data.