Yes MSX one can't set row privileges using MySQL, i don't see any reason for that anyway, but you can set privileges per field (i think) and certainly per table so one user as root/sysdba/sa(whatever) and another with read-only access, i didn't make any web apps yet, but i had no problems connecting anywhere, let's say i have MySQL on www.mywebsite.org, that website also has an IP wich may change and that is the IP of the host where MySQL runs, you can connect to that MySQL server using a valid user+password and the host name, check the MySQL manual for more details on remote connections.

MSX, if you have any DB server installed on your PC, try connecting using your internet connection's IP, you can obtain it by typing ipconfig in the console(dos command prompt), once a connection is established disconnect from the web and try to send commands to your DB server, you can't, but once you reactivate the connection you can send commands again, now try using your machine's name, localhost, another machine's name/IP, a website, they all work !!!
Be careful when setting privileges to set a user's privilege for any host, many people set privileges for a specific host.