If you already have a mySQL database set up, you might want to use the Arduino as a web client, connecting periodically to the php/mySQL server. This is the code I have tested to save variables in the mySQL database, both for the Arduino and the server.
http://arduino.cc/forum/index.php/topic,124289.0.html
You could use the database as a relay. You could have a field in a mySQL table that determines what to send to the Arduino when it "phones home". The Arduino would parse the response for commands from the database that were entered by your webpage (not the same page as the Arduino uses).