I have one thing to add to leatherback's post.
If the host doesn't provice you with phpmyadmin or a simular database tool you should think about ditch that host and use another. I personally think that a host that can't provide you with a simple database tool will have big problems when it comes to support, and that is not the kind of host I would want.
An option to phpmyadmin is to install a database administration tool on your computer. It won't work with all hosts since they might block the port, but hopefully it will work with your host. One such tool is SQLyog. I won't say that it is better than phpmyadmin, it all depends on what you do.