There is. You can use the MySQL dll directly (be sure to know about the licensing issues) and use the LoadLibrary() and GetProcAddress() WinAPI functions for dynamically loading the library and the exported functions.
Or you use HTTPS(!) and connect to your webservice which then does the needed transactions (which is preferred for the already a hundred times mentioned security issues)

Shitlord by trade and passion. Graphics programmer at Laminar Research.
I write blog posts at feresignum.com