Hello,
I don't have experience with this, but you might look into the following:
1. remote connections: http://www.geekzone.co.nz/content.asp?contentid=2656
2. this thread seems to indicate .NET doesn't support it yet (but it's over a year old...): http://forums.mysql.com/read.php?38,73109,73109
3. Another option - you can use VI Server to have your PDA VI call a VI on your host machine if they are networked... there is an example of this that ships with LabVIEW PDA I think - check it out! Thus, if the db is on your host machine, you could write your host VI, and have your PDA VI call it etc.
I hope this helps!
Best Regards,
JLS