Thing is, it seems like youre writing a quick post and sitting back expecting the answers to come rolling in to solve your problem. To put some perspective on it, if I charged you for the massive amounts of advice required to teach you everything you'd need to know, you'd have been significantly better off buying that inexpensive utility from the given link..
While I don't mean to discourage you, the question you have asked is not one you would have asked if you knew how databases work and how to access them in vb.net ergo, my assumption is that you dont know these thigns and have a lot of learning to do. If you really want to start on that path, then take a read of the DW2 link in my signature, section on Creating a Simple Data App.. Get it working with oracle, then embark on a big exercise to convert the generated code so it is suitable for use with MySQL, then you will have a solution that reads one and writes the other. A dataset would be the client side intermediary.
This is no small undertaking, and as a guy who knows how to do the entire thing (because I've done it; if you want info on accessing MySQL using dataset wizard generated code, speak to forum member dazlerd or look at the lengthy posts between him and myself), I can honestly tell you that I would rather buy that tool than lose the hours of my life. If your goal is to learn, bite off a smaller lump that you can chew. If your goal is some end result, buy the tool.