Hi,

>VPN is getting popular, how can I connect to MySQL server via VPN??

Connecting to MySQL via a VPN is no different from connecting to MySQL in a local network. In both cases you specify the server by name or IP address:

lnHandle = SQLSTRINGCONNECT( ;
  "DRIVER={MySQL ODBC 3.51 Driver};SERVER=192.1668.199.65;PORT=3306;DATABASE=AFP3;OPTION=19035;UID=AFP3;PWD=AFP3" ;
)