Used to be you couldn't throw a rock without hitting a web host that has either MySQL or Microsoft SQL Server available as an option. Don't know now, I've not been running an ISP for about 5 years. I used to offer both.
Anyway, using DBPro there are 4 options for storing and using data on a server for a client-server based application.
1. Using text files
This can and likely will be slower, but has the advantage of not caring whether or not you have access to an SQL server.
2. CattleRustler's SQL Plugins
There are 3 separate ones. 1 for MySQL, 1 for MSSQL, and 1 for Microsoft Access.
3. My DBConn Plugin
This plugin gives you access to any data source that uses ODBC. If the machine your server application is running on has access to the data through ODBC, then you can access it in DBPro using this.
4. DarkData
A plugin that gives you database like access using text files. Probably not quite as fast as an SQL server, but certainly a good solution.
The first 3 choices are free.
Knowing only that your application is a "Lobby" doesn't really indicate how much data is going to be stored, and how often the database is going to be read from or written to, it's difficult to recommend which way to go. However, if you are having difficulty in getting an SQL Server host, I would go with a Microsoft Access file. They are simple enough to create, and they don't require anything special from the server host.
If that's to slow for the amount of data you plan to read/write, then you'll have to go with one of the SQL Servers.
Links:
CattleRustler's Plugins
Microsoft Access Plugin
MySQL Server Plugin
Microsoft SQL Server Plugin
DBConn
http://www.kistech.com/dbpro/dbconn