A RDS instance will typically be created in a VPC. Security groups provide access to the DB instance in the VPC. They act as a firewall for the associated DB instance, controlling both inbound and outbound traffic at the instance level. DB instances are created by default with a firewall and a default security group that prevents access to the DB instance.  You must therefore add rules to a security group that enable you to connect to your DB instance. 

To create a VPC security group

http://docs.aws.amazon.com/AmazonRDS/latest/UserGuide/CHAP_SettingUp.html