Im sorry for the confusion.. Let me explain just to be clear.
Web Server - Has the PHP scripts loaded on it. Hosted by a web company
Game Server - This is hosted on my LAN, thats why I opened the ports 3306 tcp/udp on my router.
MySQL Server - This is hosted on the same PC as the game server.
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I just tried installing WAMP on the server PC. I successfully got the php scripts to load and connect to the database.
When I set up the MySQL connection I made sure to check "Allow access from remote machines", and I opened the ports, but the scripts still don't connect to the database when they are uploaded to a remote web server.