The default installation of MySQL allows for the database to listen to all interfaces. To apply a further level of security you can make the following modification if you do not need to keep MySQL open for any other devices.
MySQL 5.0 Setup File
Open the my.ini file (Configuration Settings file) which is under the C:\Program Files\MySQL\MySQL Server 5. in the MySQL folder and add the following line
bind-address=127.0.0.1
Close and save the file and then restart the machine