There are many things that could be wrong.
First, I suggest you to drop everything BDE/ADO/DBX and go with Zeoslib, direct connection with native libraries, and open source.
Second, did your mysql is well configured? no local bindings, open for all, no network filters, no weird firewall rules.
Thirth, check your dlls, sometimes wrong versions throw weird errors, you need to double check your path for multiple dlls (happens to me once, two weeks wasted looking for the problem source, I wasn't aware of a very old dll in the delphi bin dir).
Last, do you a favor, drop iis and go apache.