Thanks for your reply.
On the version of Plesk I am using (10.1.1) the Firewall can only be managed through the Container and it is only possible to edit a number of predefined items, I cannot create a new rule for Port 3306.
As I said in my previous post, up until the point I enabled the firewall in the container, everything was fine, I was remotely backing-up databases daily. Now there seems to be no way to turn it off or modify the settings I require apart from the pre-defined FTP, HTTPS, IMAP etc.
There is a rule for the MySQL-server, you should be able to edit this rule and add an exception for your IP address.