Well, it largely depends on what your current iptables ruleset looks like. Something like this should work in your /etc/sysconfig/iptables file:
-A INPUT -m state --state NEW -m tcp -p tcp -s 126.96.36.199 --dport 3306 -j ACCEPT
...where 188.8.131.52 is the IP address you're connecting from.
If it doesn't work, post the contents of /etc/sysconfig/iptables and I'll revise my answer.
The other option is just to connect to your mysql server via an ssh tunnel. Do do that, connect to your server with something like:
$ ssh user@host -L3306:localhost:3306
Then point your local mysql client at localhost:3306 and it'll get tunnelled through to the server. Keep in mind that you'll also need to grant access in mysql for the appropriate user/host combination.
I should add that it's generally not a good idea to expose your mysql port to the internet unless you absolutely need to. The ssh tunnel option is a much better way to connect remotely.