After some googling, I've setup a MySQL ODBC Driver on the windows box at the Data Provider is accessing correctly and pulling data.
In PowerGadget, if I select "SQL Datbase > OleDB" then hit the "Build" button, all the data I need is pre-populated (eg: the dropdowns have all my table names), however, upon "finishing" the wizard I get the error:
"The .Net framework data provider for OLEDB (System.data.oledb) does not support the microsoft OLE DB Provider for ODBC Drivers (MSDASQL). Use the .Net framework data provider for ODBC (system.data.odbc)."
I'm not sure how to correct this.
If I set up "SQL Database > ODBC" there is no build button; however if I cut and paste ODBC Connection Strings from the web it errors with:
"No provider specified in connection string".