If you want to connect to the MySQL server from your own PC, using something like phpMyAdmin or MySQL Query Browser, then you first need to add your current IP to the remote MySQL hosts table.
You can do this, by logging into your cPanel, then click on "Manage Remote MySQL Access".
Now add your internet IP address to the list. You can obtain the IP address from your network administrator, or by visiting http://www.getmyip.co.za
PLEASE NOTE: If you're on ADSL, iBurst or 3G, then your IP address will change everytime you re-connect, or every 24-hours - whichever comes first. So you would need to get the new IP address and add it everytime it changes.
You can ask your ISP for a fixed IP address to avoid this problem. Or, if they don't want to issue you with a fixed IP address, you could then signup for a free account on http://www.dyndns.org and then use a dynamic DNS address, which will automatically update everytime you reconnect to the internet. You would also need to configure your ADSL router, or install the DynDNS client for it to work properly. You can find more info on this here: http://www.dyndns.com/support/?via=topnav