phpmyadmin will be easiest for you, as long as your sql file isn't too big. I think 8mb is the limit for phpmyadmin?
Log into phpmyadmin, click the little icon that says sql in the upper left hand area of the page. Click the import tab in the window that pops open. browse for your files, and click go.
If that doens't work out for you'll need to use shell. First you have to edit your user to allow shell log in. Panel > User > Manage Users. Edit the user, and put a tick mark in for shell access. Once that takes effect you'll be able to connect to ssh/telnet with that user. You can use Microsoft's Hyper Terminal for telnet access, or you can download a nice program called putty for ssh access. Both programs are effectivly the same, it doesn't matter which one you use.
You'll have to upload your sql file to your webspace. Just connect via FPT and drop your sql file into your home directory (that's the one you first get when you log in- you'll see logs, maildir, yourdomain.com...) Now use what ever program to hook up with telnet/ssh and you'll type he import command. see the K-base
for further explination. But this is the command you'll use:
cat filename.sql | mysql -uusername -ppassword -h yourMySQLHostname dbname
Hope this helps