I'm trying to find out how to connect to my MySQL server.

So I pressed the "add New Data Link" button and then selected the Microsoft OLE DB Provider for SQL Server and then I fill in my user info. But all it says when I try testing the connecting is:

Test failed because of an error in initializing provider. [DBNMPNTW]Specified SQL server not found.

is there something I should due prior to adding the Data Link or any thing that might be the problem?