registering mySQl db in Win ODBC

Am a little out of my league here being a designer and all...but I want to register a mySQL database that I have using ODBC Data Source Admin. Is this possible? I have created on online address book using PHP and mySQL. I want to use the email addresses in the db for use with a mailout program but it requires that the db I use be registered in the OS's data source admin. Does someone know what I need to do please? Have tried exporting the data etc but am trying to find any easier alternatives...can I use the db I have online or will I have to duplicate it locally?? Thanx in advance James