You have to install both MySQL and the connector (needed to import different MySQL tools to vb)
This post will show you what version to download, and show you how to connect to it.
First of all download and install the latest version of MySQL
MySQL Server Download
Once installed and configured install the MySQL Connector/Net - ADO.Net driver
During installation select the typical install
Now to connect Visual Basic to your MySQL database
On your new project click Project > Add Reference...
Click the .Net tab and select 'MySQL.Data'
Now click OK, congratulations you have connected VB and MySQL - in a sense
This now gives you the ability to connect to you MySQL database via VB.net and manipulate the database using commands created in VB - Which of course I shall show you in the not too distant future.
If you would like to see a list of the commands available after adding the reference click the following in VS
Following this open the references folder and then double click 'MySQL.Data'