actitime will not process dump with MySQL

I am working with actitime timekeeping software running MySQL I am trying to run cmd mysqldump -u -p -p actitime > actitime_data.sql. and I get error:2003: can’t connect MySQL server on ‘local host’ <10861>. I have tried opening up port 3306 on tcp through windows firewall also tried turnning off firewall or any virus software still getting same measage.Software is actitime , os is Vista Buiesness just trying to backup data so move data to new location.