Josh,
On the remote server with mysql, does your usr have remote access, or is it set up for local access only. If you don't admin that box, you might want to ask your admin to check where you can access from. As for a txt database, sorry, I can't help there. I just had a similar problem with one of my guys trying to access from the outside IP rather than 'localhost' on one of his scripts. I changed his script to access from inside and he was fine, likewise, I could have given him outside access and all would have also been well. I try to keep a limit on outside access which is why I moved his script to look inside.
You could also download MySQL from http://www.mysql.com. There you can find releases for whatever OS you are running. Do check their licensing terms, commercial users have to pay a licensing fee, while non-commercial users don't.
The downloads aren't that large, and come with documentation on instalation.
Hope this helps.
Charles