Download and use the Zeos MySQL components from
http://www.zeos.dn.ua/eng/zeos_zdo_main.html
They work exceptionally well, and they are faster than working through
MyODBC.
These are components derived from TDataSet, so you can use the database
components with Delphi.
To make these work, place a TMySqlDatabase component on the form, set the
Host, DatabaseName, Port, Username, and Password properties, and then create
a TMySqlTransact component (an attempt at transactions) and set the Database
property to TMySqlDatabase1, create a TMySqlTable or MySqlQuery component,
and set the appropriate tablename or query, specify TMySqlDatabase1 as the
database, and specify TMySqlTransact1 as the Transaction property. Create a
TDataSource component to point to the table or query, and you are all set.