How do I add a new user who can connect from anywhere to the database server?
username is alan
password is alan

You can use administrator tools like Mysql Administrator - Mycc from mysql.com
or sql manager lite (http://sqlmanager.net/products/mysql/manager/) with host option % or i think simply sql (see mysql site for options)
dimis

Finally, I found this works:
Grant all on machineA.* to alan@"%" identified by 'alan'

However, I found strange thing is when I use DOS prompt to issue command:
mysql -h localhost -u alan -palan
use databaseA

It works.

BUT not the following:
mysql -h 192.168.1.xx -u alan -palan
use databaseA <-- cause access deny

It did not allow me to access the databaseA.
Both command issued in the machine where the MySQL installed.