I'd like to go the way of using PHP and mysql someday, but unfortunatley I can't get PHP and Apache to play nice in the compile on AIX, So if you can throw me any help. But back to mysql. If you are trying to connect remotely, you must set a paramter in the mysql database like so -
mysql> GRANT ALL PRIVILEGES ON *.* TO 'username'@'%' IDENTIFIED BY 'some_pass' WITH GRANT OPTION;
This will grant full privileges to the user from any remote host (%) with a password of some_pass. If this is not set in your mysql database, then remote connections will not happen.