MS SQL or mySQL Database Optimisation

I have created a project that will convert csv text to a mySQL database. The mySQL database works fine but now I have 20,000+ items stored my database is very very slow. I need to perform updates on each item in the database daily and takes 4+ hours to complete. I have resorted to use a text file for now as it only takes 4 mins! I would like you to look at my source code and the mySQL database and reccomend how I would make this much faster, if possible make the changes and document the changes you have made for my reference. The project is C# using Visual Studio 2005. I will supply the project files and a mySQL export file (please tell me how you prefer this). This is a very simple job for you and I would expect it to take less than 2 hours (if you are seasoned SQL developer).