Shoutbox

I'm not sure about a direct connection to a server, and I doubt that most webservers will allow connections from random computers. I would recommend using a php page to interface the two.

In the script that I'm developing I send data from the script in the form of HTTP POST information, which can be read by the PHP file. PHP then can connect to MySQL. For more information on this, I'd recommend you read up on this at http://volv.net/?p=13

I liked HTTP POST method. However, I also need to send specific data to the user back from MySQL server. What can we do?

Send data back to the script using return text on the PHP file.
Personally, what I do is base64_encode data fields that are separated by semi-colons, and a new line to separate data for different fields. Maybe this will give you a better description of what I mean.