well, if you are goning to use your pc for tests
[i suggest that this is better than hiring a dedicated server, at this point of development]

so you better setup the mysql server in your pc too. Knight Online was using odbc and MsSql and i was using "MS sql server 2005 express" for my server, but for mysql you should install a mysql server service in your pc.

There are complete solutions that does the same job with ms sql server 2005 but for mysql, like wamp, easyphp etc. Just installing mysql will do but, the tools i mentioned before have apache+mysql+mysql managers inside, these are better if you are using mysql first time.(i use wamp for testing my php scripts, and it just works fine ) . these will also allow you to create and publis a webpage directly from your pc, thus you will be able to create a registration page for your test game.(or you can do this in game)

i dont think installing all these in your pc same time will cause problems while you are testing(i assume that between 2 and 30 people testing).

Well i messed up explaining, these are the steps you should follow:

-first get a mysql server(install wamp)
-now you have mysql and managers installed.
-go to one of the managers(i prefer phpmyadmin) and create a database, set users and passwords etc.(you can google the usage of phpyadmin). to run php my admin right click on the wamp icon in the tray and fimd phpmyadmin here.
-then write some little applications to see if you can connect to your database and can run queries and can handle the results correcly.(check d3d's mysql plugin and examples.)
-then add mysql to your game.

i think learning sql will take sometime, but dont worry its not difficult