MySql should be easy to setup through their cpanel and then you follow the RDC steps.most hosting companies will help you setuop MySql but you could also look at these steps
I've helped a couple of forum members set up RDC on VPSs from WeLoveSevers.
Each time i used 64 bit Ubuntu 12.04 as the operating system as i only have skills with Ubuntu.
It's pretty straightforward to do.
If you can use Ubuntu as the operating system then i'm happy to help you get it all working.
The great thing about these VPSs is you can quickly and easily set up so many things.
As well as installing java and the b4a RDC server you can:
Install Apache, PHP and MySQL and have a fully featured webserver.
You can install PostgreSQL and now you can use MySQL or PostgreSQL databases.
Install an FTP server too - always handy to be able to access your VPS using FTP.
Install OpenJDK, you can install the runtime (jre) or the compiler (jdk) and you can install version 6 or version 7 of each of these.
I'd recommend you install version 7 of the jre or jdk, the jre is all you need unless you plan to compile java on the server.
All these tasks must be done using an SSH client.
If you use Windows then i'd recommend MobaXterm as an SSH client.
64 bit Ubuntu 12.04 is i think the best choice of operating system, it's widely used and if/when you need help you'll find Google has plenty of help available for 12.04.
I now have a VPS (Debian) with my local ISP. I should also state that I'm also a Linux noob.
The purpose of having the VSP is to install B4J server applications. Does anyone have a tutorial how to set up a VPS for B4J (mysql, java,...)?