Hi James,
As far as I know, the current version of Office 365 doesn’t support MySQL as an external data source. Based on my research, I’d like to suggest you refer to following thread for a community solution.
http://community.office365.com/en-us/forums/153/p/60516/224658.aspx
Moreover, I'd like to also suggest you submit feedback regarding the issue. Your useful ideas and feedback will help us improve our products and service. Thanks for your suggestions and time.
Thanks,
Kent Gu