AFAIK, no there isn't .However, you can easily create a Web service with
MySQL as a back end and have your CF app consume the data from there.
SourceForge and MySql.org both have ADO.NET drivers available for the full
framework and you can use them to create your web services. Or you could
just use the Full framework to create serialized datasets and pass those to
the device using ActiveSync for instance.
HTH,
Bill