With the exception of Derby, Glass Fish does not include the My SQL driver or any other driver in its distribution.
Go to the My Sql Connector/J download site at and download the latest version.
In the next dialog you must choose the database driver you wish to use. Pull down the combo box labeled Driver: and select My SQL (Connector/J driver). I have clicked on mine and so I have the message Connection Succeeded. There is nothing to do on this dialog so click on Next.
Click on Next and you will now see the Customize Connection dialog. On my system the server is localhost and the database name is Aquarium. On this last dialog you have the option of assigning a name to the connection.
Verify that the database is running and is accessible.