This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
That has nothing obvious to do with connections. You should learn about such SQL by running a database from the command line before trying any Java connections. You can google for SQL tutorials; there are many. You can find the MySQL handbook, which has a section with instructions about how to connect from a Java program. The Java Tutorials section is quite good, but might not answer all your questions.