By default, Dreamhost configures MySQL databases so that they can only be connected to from hosts living at *.dreamhost.com.
You can change that for selected users, and allow connection from additional hosts, by visiting the Goodies->Manage MySQL page of the control panel, scrolling to the appropriate database, and clicking on the "user_name" link for the user you wish to allow the "extended" access.
You will be provided a form into which you may add additional authorized hosts, by domain name or IP Address. Adding your computer's IP address to this list of hosts will allow that user to access the database from that IP address.
Obviously, if your are connecting to the internet with a dynamically assigned IP address, you should determine the IP address of your computer before attempting this (and understand that you will need to "reset" it if your IP Address changes. )