1. Install Connector/ODBC ( http://dev.mysql.com/downloads/connector/odbc/ )
2. Create an ODBC DSN (Control Panel / Administration / ODBC if on Windows)
3. Import data using Microsoft Query (Data / External Data / From Other Sources / Microsoft Query in Excel 2007)
http://stackoverflow.com/questions/5715099/how-to-fetch-data-from-mysql-database-into-excel