It sounds like you have the right idea, but may be running into some DH specific issues with your data import.
That looks like you may have run into DH's "procwatch" program that "automagically" kills processes that take too much CPU time, RAM, or run too long. You shoulkd try that command line again using the "nice" command, which should allow you to finish the import, though it might take longer. .
nice -n 19 mysql -u dbuser -p -h hostname dbanme < /path/to/sql.file
AFAIK, all DH MySQL databases are now MySQL 5; I don't think you can create a MySQL 4 database.