Convert PHP-MySQL web application to desktop app (exe)
The convenient solution is not to convert the website to .exe. I think it will be better if you have portable server/php/mysql and make the website work from a usb or CD with autorun.
I was also looking for a similar solution and found https://code.google.com/p/phpdesktop/
Hope this helps.
NuSphere's PhpDock claims to do this: It serves as a deployment helper and comes with a bundled web server. However, I don't know about the database part, and it's not free.
PhpDock enables you to deploy any PHP web application as a Stand Alone Windows Desktop application w/o any changes in the code.
I don't know that particular product, but I have been using their IDE for years and am quite happy.