Database question and PHP

I have a MS Acess Database that goes along with my web page. I want to transfer the data to a MySQL database since there are php functions for the MySQL database. I do not have a MySQL database running on the system that I am developing the web page. However there is a MySQL database on the webserver that the web site is to reside. Is the databases that reside on webservers easy to maintain? Is using that database a good option or is there another database option I should use? I am converting this website from Cold Fusion to PHP. In the Cold Fusion version there was a option in the CFSELECT Tag to add a query from a database to populate the options for the select tag. Is there a way to do this in php? I am not talking about the query string but the call to get the select tag to populate the options. Thanks, Paul