Hi,
If the error says it cannot connect to MS SQL then it means clearly you have not replaced the dlls in the /bin folder with the MySql versions, so you may have copied files but not into the correct locations.
Actually if you used the SqlAzure version it would say it cannot connect to SqlAzure, so possibly you replaced the SqlAzure data dlls with the MS SQL dlls not MySql
Hope it helps,
Joe