I had the same problem, Actually that's the reason I entered this forum.
I am using MySQL version 4.1 with SQLyog.
When I installed these programs I noticed that some folders were placed at the start button.
What I did was:
1.-Go to start button
2.-Go to Programs
3.-Go to MySQL
4.-MySQL Server Instance Config Wizard
5.-Keep on pressing next until an execute button apears
6.-Press the execute button
7.-Try to connect again
–I read that if you have a firewall protection or a Zone-Alarm program or Norton Antivirus you will not be able to connect (that was not my case).
–I also read that if you are connecting to your localhost you must use “root” as your username.
–The port you need to put in order to connect is: 3306.
–If you are trying to connect using a different address (not localhost, as is the case of the poster of this topic), then you have to configure a tunnel using SQLyog.
To configure it just open SQLyog:
1.-go to file
2.-go to connect
3.-go to tunnel
4.-Check the box: “USE HTTP tunneling”
5.-put the URL of your site.
If you encounter with problems click on the question mark to get some help about configuring a HTTP tunnel(or the other type of tunnel aswell).
(NOTE: If you are not using the Enterprise edition you will not be able to configure this tunnel.)
I'm sorry if this post didn't help you. I just tried that and it worked for me.
Regars
NlGhT
