Hi Mike,
That's true, some web hostings for security reasons prevent accessing MySql database via ODBC (they probably get too scared to open an extra port for that). This is such an inconvenience, but what one can do :)
There is a way to transfer data between VFP application and remote MySql database. A PHP script has to be created on the server. Then VFP application creates HTTP POST requests to send SQL commands to this script. The scripts connects to MySql database and processes SQL commands, then sends responses back to the VFP application.
The responses for SQL SELECT contain text-delimited data (for PHP programming simplicity, otherwise I would prefer XML) that VFP application automatically converts to cursors.
I created VFP and PHP modules and have been using them for some time with good results. If you want to try them, please send me an email or a private message.