First, mysql connector/net, download it from here: http://mirror.mirimar.net/mysql/Downloads/Connector-Net/mysql-connector-net-6.1.3.zip
And for Sqlite connector, download it from here:
http://nchc.dl.sourceforge.net/project/sqlite-dotnet2/SQLite%20for%20ADO.NET%202.0/1.0.65.0/SQLite-1.0.65.0-setup.exe
Now in your project 
add reference to this dll file
·        
C:\Program Files\MySQL\MySQL Connector Net
6.1.3\Assemblies\MySql.Data.dll 
·        
C:\Program Files\SQLite.NET\bin\System.Data.SQLite.dll
 
And now in your form add this
using MySql.Data.MySqlClient;
using
System.Data.SQLite;
Finally add the following code to your application:
 
using System;
using
System.Collections.Generic;
using
System.ComponentModel;
using
System.Data;
using
System.Drawing;
using
System.Text;
using
System.Windows.Forms;
using
MySql.Data.MySqlClient;
using
System.Data.SQLite;
 
 
namespace
WindowsApplication23
{
    public partial class Form1 : Form
    {
        public
Form1()
        {
            InitializeComponent();
        }
 
        private
void button1_Click(object
sender, EventArgs e)
        {
            string
MyConString = "SERVER=localhost;DATABASE=mysql;UID=root;PASSWORD=123456;";
            string
query="";
            MySqlConnection
connection = new MySqlConnection(MyConString);
            MySqlCommand
command = new MySqlCommand("select id,name from users", connection);
            MySqlDataReader
Reader;
              
            SQLiteConnection
conn = new SQLiteConnection("Data Source=E:\\contacts.db;Version=3;");
            
 
            connection.Open();
            conn.Open();
 
            Reader = command.ExecuteReader();
            int
i = 0;
            while
(Reader.Read())
            {
                query = "insert into users(id,name) values(" +
Reader.GetValue(0).ToString() + ",'"
+ Reader.GetValue(1).ToString() + "')";
                SQLiteCommand
cmd = new SQLiteCommand(query,
conn);
                 i=i+cmd.ExecuteNonQuery();
 
            }
            MessageBox.Show(i.ToString()+" record transferred to MySql TO Sqlite database");
            connection.Close();
            conn.Close();
 
        }
    }
    }