Connect to MySQL on remote server from inside python script (DB API)

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http://askubuntu.com – Very recently I have started to write python scripts that need to connect few databases on mySQL server. The problem is that when I work from office my script works fine but running a script from my home while on office VPN generates connection error. I also noticed the mySQL client Squirrel also cannot connect from my home but works fine on Office computer. I think both are giving problem for the same reason. Do I need to create a ssh tunnel and forward the port? If yes how do I do it? mySQL is installed on server I have ssh access. Please help me on this AK (HowTos)