I would like to create a registration page.
First when anybody register on the online webpage, it will be saved into a database.
And for this database, I am able to download it and access it offline. For example I can do field filtering with the database.
Is there any available program on the net?
You can download the sql file from the database by doing a dump. If you have the same database software running locally (e.g. mysql installed on windows) then you can open the sql dump into your local system. There are many programs you can then use the play with it. Asside form running command line queries you can use mysqlfront or mysqlcc or phpmyadmin to mess about.
However, I'd rather not work with two versions of a database (one online the other offline) as they will get out of sync. Why not work with the database online. You can use any of the programs metioned above to run queries on your database. Most hosts will have phpmyadmin installed already for you to use.