If you got the error in your IDE(compile-time error), you need to add your mysql-connector jar file to your libs and add this to your referenced library of project too.
If you get this error when you are running it, then probably its because you have not included mysql-connector JAR file to your webserver's lib folder.
Add mysql-connector-java-5.1.25-bin.jar
to your classpath and also to your webserver's lib directory. Tomcat lib path is given as an example Tomcat 6.0\lib