Just one thing you need to be careful about.
When I first decided to use MySQL I wanted to do the same thing, however, some webhosting providers (including mine) will only let you to use the MySQL from the same server. In other words, you can only manipulate it via scripts that are running from that very same server. It is a security measure. This means that MB was rejected access. So you must first make sure you can actually do this, and if not then you would need to create a PHP script that saves the data into the MySQL, save that script on the same server and have that script executed using the HTTP request via MB.