Cannot connect to MySQL Server in Linux?

Anybody has experience using Delphi to connect to MySQL server in Linux
platform? I've got the similer error message 'Host "" is not allowed to
connect to MySQL server' while trying to connect to the MySQL server.
But it works fine if the MySQL server is in Window platform (MySQL
shareware for window plateform!). Is it neccessary to do some setting?
I use the default configuration and make sure the connection works
properly between the wks & srv.

Thanks in advanced!

Best regards,