Sorry, I misunderstood what you were trying to do. I thought you had a text file containing a previously 'dumped' MySQL database that you wanted to import.
Since you mention CocoaMySQL, I assume you are running a Mac. I don't use a Mac here, so unfortunately I am unable to suggest any applications that may do what you require.
Hopefully, one of the Mac users here will chime in with a suggestion or two.
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