It's stating that the datalink is invalid.
You should open up the database, make sure the Database Management System is set to MySQL and click "Build". A connection screen will pop up and ask you to determine the server name and the login. After that, you should have enough info entered to click "Test Connection". If everything works, it will say "Test Connection Succeeded" Select the database and it will autopopulate your connection string.
It performs the same check when you Test Connection as when they log data. So if successful in one location will be successful on both.
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