Yeah, you can do it real easy. I went through the very same problem myself.
What you have to do is allow remote connections on your MySQL server.
You'll need a GRANT:
GRANT
select, insert, update, create, alter, delete, drop
ON
database.*
TO
user@localhost
IDENTIFIED BY
'password';
where database is the name of your database (leave the .* on the end).
change the user to a username that you want.
change localhost to one of the following, your IP Address if (and only if) you have a static IP that doesn't change (if you're behind a firewall, use its IP).
If you (or your firewall) occasionally get a new IP address, you'll have to use a wild card. If you ISP uses the block, 65.43.12.x then use this statement:
user@'65.43.12.%'
If you have a lap top and can work from anywhere in the world, you'll have to use:
user@'%' or just user. Of course setting up remote access to the database is insecure.
Once this is done, set up the MySQL ODBC driver on your computer.
Hope this helps,
Matt