Quote:
I'm guessing that I will need some ODBC drivers
You need MS SQL Server's ODBC driver installed in your computer.
Create a DSN to the MS SQL Server's DB using Control Panel -> ODBC Datasources.
Then you can use SQLyog's ODBC Import Wizard to Import data to MySQL. A tutorial on how to Import Data from ODBC Datasources to MySQL using SQLyog can be found at Devshed.com
Hope it helps.