Why don't you use Microsoft SQL Server? You need to run an SQL Server as an application on a server and have the clients connect to it.
You can get a free version of MSSQL. I do not advocate any of the Linux databases although they will work. You will need to get an OleDb or ODBC driver for the database you choose and use OleDbConnection or OdbcConnection.
If you use MSSQL they have a native driver so you can use SqlConnection.
sknake
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If you read pro-MSSQL benchmark tests then MSSQL is faster, if you read pro-mySQL benchmarks then mySQL is faster. Use MSSQL. You will be saving yourself a lot of heartache down the road. You can easily scale mssql to what you have described.
sknake
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