1st, see if you can telnet on your server's ip address on port 3306 which is the default port for running mysql daemon.
If so, then use a mysql client to connect to your database and import your data.
If not, than your sysadmin is quite clever and he blocked any non local call to the mysql server.
Since you have a .sql dump file, you can break down that file and import it using multiple part this way you wont timeout.
Refer to mysql web site for how to create a database to import your data in. ( though it should be created already, isn't it? )
