Thanks for your reply. I've always used ODBC (MyODBC) recordsets with a predefined Data Source Name in VB6. I found my answer though (ODBC add-on for .NET framework is required):
<%@ Language=VBScript %>
<%@ Import Namespace="System.Data.Odbc"%>
<SCRIPT runat="server">
Sub Page_Load(Sender As Object, E As EventArgs)
Dim MySelectQuery As String = "SELECT * from user"
Dim ConnectionString As String = "DRIVER={MySQL ODBC 3.51 Driver};SERVER=MySQLServerName;DATABASE=testDB;UID=so,mmuser;PASSWORD=somepassword;OPTION=3"
Dim myConnection As new Odbcconnection(ConnectionString)
Dim MyCommand As new Odbccommand(MySelectQuery,myConnection)
myConnection.Open()
DataGrid1.DataSource = mycommand.ExecuteReader()
DataGrid1.DataBind()
myConnection.Close()
End Sub