The problem is by using the http port 80 for the MySQL database, it will go through the web shield localhost proxy. Presumably it isn't using the HTTP protocol, so the web shield would choke on that as it expects the HTTP Protocol on http ports.
In using port 80 to avoid firewall problems you create another, so your only options are to A) do what you have done, checking the 'Scan traffic from well known browser programs only' option or B) try using a different non-http port.