Many times in ASP or dot net we may need to connect to a mysql database.For making a connection to mysql database we need to install mysql connector for windows which you can download from:-

http://dev.mysql.com/get/Downloads/Connector-ODBC/5.1/mysql-connector-odbc-5.1.5-win32.msi/from/pick?file=Downloads/Connector-ODBC/5.1/mysql-connector-odbc-5.1.5-win32.msi&mirror=pick&file=Downloads/Connector-ODBC/5.1/mysql-connector-odbc-5.1.5-win32.msi&mirror=pick
After downloading this connector just install it.and follow the instructions at mysql site:-
http://dev.mysql.com/doc/refman/5.0/en/connector-odbc-configuration-dsn-windows.html
So all is done...
enjoy mysql databases in ASP code file now :)