GPGPU is literally using the GPU for General Programming (i.e. non graphics work) :)
In terms of application, they're used in areas where high levels of parallelism, higher memory throughput and compute power are going to give an advantage over low parallelism / deep pipelined CPUs. I guess databases are not in these areas, since they're probably limited by storage size (both HDD & RAM), of which GPUs have even less, and memory latency.
an idea of some of the problems better suited for GPUs.