Hullo Gunnar -
some webhosting firms will not allow a straight odbc connection via tcp/ip,
which it sounds like is the case for you .

However -
you can make your own stuff on your PC , script out the structures with a mysql tool [there are several] and ftp the scripts to your space.
Then run the scripts on your mysql space using phpadmin OR the webhosting co's control panel.

I do a lot with foxserv package - it's here.
http://www.foxserv.net/portal.php
about a 60 meg download - not for the bandwidth-challenged.

here is a good resource as well:
http://groups.yahoo.com/group/VFPMySql/

but - to recap ?
put your own stuff on some machine in your datacenter.
script out the tables.
script out the data
ftp the script file(s) to your space in webhosting land.
run the script files in your space in webhosting land.

i use lunarpages for my webhosting - and i can do odbc to mysql space.
can also do remote [from my machine to the host] admin work as well.
see http://www.efgroup.net/efglunar.html for more info [shameless plug]
hth ? mondo regards [Bill]