Now this message is indicating that port 3306 of the server where OpenSim is located is not accessible by the server where jOpenSim is located.
Remember that for security reasons it is not a good idea to open this port for outside generally to public. Best is to add a custom rule to the firewall so only the host of the webserver with jOpenSim can access it.
Since I only run Linux OpenSuSE on my servers, I only could tell how this is done there, but if you let us know, what server OS you're running, maybe someone else can provide you with some info how to solve this.
A small note on the side: I'm working currently intensely on a new version of jOpenSim which will be compatible with Joomla 3.4.x+ and expect to provide a beta version within the next 2 to 4 weeks
Greetz
FoTo50