Well you just have to set up a new user and allow them access from whatever host they're on...
so for all privileges on all tables from the host somewhere.com do
GRANT ALL ON . TO 'someuser'@'somewhere.com' identified by 'password';
or if you want access from any host do:
GRANT ALL ON . TO 'someuser'@'%' identified by 'password';
You can even include a group of IP values with
GRANT ALL ON . TO 'someuser'@'212.32.44.%' identified by 'password';
then do FLUSH PRIVILEGES and they can logon via their own mysql command line by putting in your host and whatever password/username you've set up.