I first downloaded SQLExplorer. It did not work may be because my eclipse version is 3.4 (that is the only reason I can guess).
Then I downloaded MySQL GUI tools. I could connect to mysql server through MySQL Admin.
Only question which I want to ask my CentOS version is 5.3. The rpm which I downloaded is for RHEL 4 because this Download page does not have for RHEL 5. Till now it has not given me any problem, will it work fine on CentOS 5.3?