[Dev-C++] Which database to use ???

[<A_B...@gm...>]

Hi,
I whant to create an advanture game.
To store all the datas I whant to use a data base.

First I tried to implement MySQL but don't get it to work...  :(
I've got the latest MySQL version (incl. MyODBC) and the MySQL-DevPak installed.
I used to test it with the sample projekt from the DevPak but can't get any connections to the 
data base... 

Well, MySQL also seems not to be the right DB for use with my project...

Which data base I can use instead - and how ???
Or can someone tell me how to connect to an MySQL DB, maybe with an example source ???

thx, Acki