HowTo Forge posted a guide about tunneling MySQL connections through SSH

This is a description of how to set up a secure tunnel between your MySQL Server and a locally running MySQL Administrator using Putty. By creating a secure tunnel to your MySQL server using Putty, you can grant localhost access to powerful applications like MySQL Administrator while at the same time, make your server appear as if it isn't even there. In effect, make your MySQL server disappear from the outside world.

Tunneling MySQL connections through SSH