I installed and tried to use jasper report studio. The first brick wall you hit when you try to create a datasource for your reports is
Go to http://dev.mysql.com/downloads/connector/j and with in the dropdown select "Platform Independent" then it will show you the options to download tar.gz file or zip file.
Download zip file and extract it, with in that you will find
If you are using maven then you can add the dependency from the link http://mvnrepository.com/artifact/mysql/mysql-connector-java
Select the version you want to use and add the dependency in your pom.xml file