I have several questions about MySQL lately.  SQLGridSelectedView will work with MySQL if you have an OLEDB provider. 

I have been using the Cherry City Software OLEDB provider.  The provider is free for a month, but can be purchased for $10.  Frankly well worth it.  See Cherry City Software

I am not a MySQL user so, there may be other solutions but this one works as advertised.

I used the following connection string to view the contents of a database table.  

Provider=OleMySql.MySqlSource.1;Data Source=localhost,3306; Initial Catalog=MyDatabase;User ID=root;Password=pppp;  

I found that the "User ID" key must be used - including the space.  

Give it a try..  Hope it works for you.
Paul.