Windows with firewall enabled won let me save as to a MySQL/Postgresql database on the same machine. What gives?
(Short version) Most likely your firewall is blocking access. Try 127.0.0.1 as hostname instead of localhost. Alternatively, you can open the appropriate ports on your firewall for MySQL access (TCP/3306) or Postgresql (TCP/5432). This alternative allows connections to your MySQL/Postgresql installation from other machines in your local network as well, which may or may not be what you want.