How to perform a data transfer to an external server
There is a good example of using the SubmitHttpRequest() in this article:
GPRS Shield SIM900 Arduino

You could easily modify:
mySerial.println("AT+HTTPPARA=\"URL\",\"www.yourwebsite.com/testing.php\"");

to include a string of the sensor value, and then using a PHP script to MySQL on your webserver. Maybe something like: 
http://yourwebsite.com/testing.php?sensor1=5&amp;sensor2=10