So you've got the MySQL ODBC drivers installed... you can connect at design time and login prompt is false.... I'm afraid, it's exception catching time. I've used the MySQL ODBC drivers myself for a while in a CGI (admittedly it was a long time ago, but I know they used to work).

Code:
var
  logFile : textFile;

....

  assignFile(logFile,'MyLogFile.log');
  rewrite(logFile);

....

  try
    adoConnection.connect; // I can't remember the exact method as I've not used ADO for a long time
  except
    on e:exception do
    begin
      writeLn(logFile,'Exception class '+e.className+'.  Message:- '+e.message);
    end;
  end;

  closeFile(logFile);
Something like that :-) If it's definitely going bang when you're connecting, then this should give you a fighting chance of figuring out why.