Personally I would use PHP to connect to an online MySQL database. You can send information to a PHP script from your computer using the server variables $_POST and $_GET. If you understand what I am on about the amount of code required is rather small, and the task itself is easier than it sounds (if you understand what I meant).
If you don't get what I'm on about, I'm sure I can find you some live examples.
Edit: I've made an example for you
.
OK then this is easier than it may appear. First set up your database, customise it, there are no limitations, do as you wish. Next we need to get your script talking to your PHP script:
code:
var http = new ActiveXObject("Microsoft.XMLHTTP");
http.open ("POST", "http://www........", true);
http.send ("?sex=male&name=absorbation&address=fakestreet&dob=00.01.01");
Note: Change the url to wherever your script is located. Also &variable='variable data' is what your $_POST variable will be called and the data it will contain.
Finally we need to set up the PHP to communicate with the database:
code:
<?PHP
// Make sure you are connected to the database, and validate the data to make sure people don't abuse your script.
// Getting data sent to the server from the script. The varibles below will be used in the MySQL query.
$sex = $_POST['sex'];
$name = $_POST['name'];
$address = $_POST['address'];
$dob = $_POST['dob'];
// Display the data to make sure it is working.
echo "$sex<br />$name<br />$address<br />$dob";
// MySQL query, make sure you change the query to match your database.
mysql_query("insert into client_details '$sex', '$name', '$address', '$dob'");
?>
/ 
