If you can connect to your MySQL database through ODBC, and have MS-Access its quite easy.
Create an ODBC Data Source (control panel) for your database.
Create an Access database with a link to your target mySQL tabl;e
Import the data using the data import function.
IF you don't have MM-Access or ODBC, you'll need to create a script or macro to create an SQL text file, where each line in the file looks like this: -
INSERT into mytable (col1, col2, col3) VALUES ("2001-01-01", "Mary", "F");
