4zen:
This was just asked in the Newbies section yesterday.
And the answer was:
"I connect to my remotely hosted mysql server by the url of the server, but the IP address also works. The default mysql server port is 3306 and that must be open through any firewalls.
Use a tool like MySQLAdministrator to verify the connection from the computer that will be running your PHP code, it's easier to work out connection problems that way."
I'm not sure if that solves your problem.
Good Luck