Sored procedures in mySQL

I’m building a java applet to do some auto mapping. I have all the data I need in the database, cities and wich city is connected to which city, but I need to calculate the shortest route between two cities. In order to do this I need to make loads of database queries, since I have to try all posibilities. Is it possible to do stored procedures in the database?
I read on the mySQL site that is would be possible with version 5.0 but I don’t know if we have that version yet.
If not, is there anyone who can help me with a faster way to calculate the route between two cities, without cause such a big load on the database?