You would need to download

. Which basically is the MySql dll.
Here's a TUT on how to use connect to MYSQL using C#.

Before you start coding, you should install MYSQL. (

)
Then you can either create tables manually or code something that would create tables for you. After creating tables, you can insert in values from your old database in the new MYSQL database. After your MYSQL DB is ready, redirect your server to read from that DB instead of reading flatfiles.
Sorry for not being specific, but it is a long process.