You can also run Xpert-Timer on a MySQL database if you prefer this system.
In order to create a new MySQL database, establish the connection to your Server/Host in XTAdmin, hit test and if successful, use the button "Add new database". Make sure you own enough MySQL access rights to create a new database on the server. You might have to change settings directly at your MySQL server.
Here you find an installation guide for your MySQL server: http://dev.mysql.com/doc/refman/5.1/en/installing.html