I have couple of suggestions though I may be shy on the specifics since I did this almost two years ago...
I access MySQL databases through MS Access quite a bit. Here is what we did.
First, get the MySQL ODBC client for your computer (I use have used the 3.51 MySQL client on Windows 2000 and Windows XP on my laptop, not sure about other ODBC clients) I got this from the MySQL site in the downloads area when I looked many months ago.
Second, after you install this on your Windows computer, you will need the rights and specific info to setup the the ODBC connections. If you don't have an account to the DB Moodle server you will need your Admin to set one up. If you have one the do this in Windows: Go to Programs, Admin Tools, Data Sources
Third create/ADD a new MySQL ODBC connection by clicking ADD new DSN account, then filling in DB server, DB name, description, Server IP #, DB Access account, password, etc.
If you are in the right screen you should see a TEST connection option that is helpful in trouble shooting.
Once this connection works, open MS Access and select the new ODBC source you created and connect to it with ACCESS.
Some tips to remember: one you are LIVE on your data, so if you change table data here you change in live on the server, BE CAREFUL. Remember your MS Access ODBC knows nothing about data integrity rules Moodle may use!!! ODBC can be slow to respond especially if you are going between different systems (in my case Windows to Linux Moodle server) and over a Wide area Network so be patient to let tables refresh or populate. There are some bugs in the ODBC link, so often I use the MS access REFRESS LINKS to be sure i have the latest data for reports, exports, etc.
Hope this helps you some. It has worked for me with several MySQL based open source apps (Moodle, SugarCRM, etc) so I hope it works for you too!