How to setup ODBC to connect my comp to Wordpress Database

My Goal - Connect my Wordpress Database to my local computer so that I can run develop and run Crystal Reports to get information I need about my site.

What I already know - I already know how to set up an ODBC connection (start > control panel > admin tools > ODBC > System DNS > Add

What I don't know - How to make the connection to my wordpress database. I know wordpress runs on MySQL so I downloaded the MySQL ODBC 5.1 Driver and put in the information, but it didn't seem to work.

Can anyone provide some assistance?