What version of Visual COBOL are you using?
I recall that this was a problem in earlier releases on systems that had an ADO.NET Data provider installed that did not update the machine.config XML file properly.
I believe that the mySQL provider was one of these providers that caused this problem.
This problem should be fixed in Visual COBOL 2.2.
You can look in the machine.config file under C:\Windows\Microsoft.NET\Framework\<version>\config to see what providers have been installed on your system.
Thanks.