As previous posters have pointed out, a machine user on DH (that’s you) doesn’t have “create” authority for MySQL databases. There are also a few other operations that you cannot complete with even “full” permission on DH’s MySQL. These limitations are true whether you attempt to access/manipulate the database via PhpMyAdmin, mysql commands from the shell command line, or via program code.
That said, the first step in trouble shooting a MySQL problem is to make sure you user can connect to the database and complete the operations except those indicated above. You can do this by browsing to the “host” name for the database, and entering your credentials.
If this works, and you can access the PhpMyAdmin on your host, then your user has at least some permissions to access the database. You can confirm the extent of these permissions by clicking the “edit” link next to the database user name in the Control Panel–>Goodies–>Manage MySQL databases screen. If you somehow created a user with insufficient authority to manipulate the database as desired, you can correct that on this screen.
The next step is to inspect the contenets of the SQL backup/dump/etc file you are trying to move into the database, in conjunction with the error messages you receive when you try to import the data, to determine what “task” is causing the problem, and remove that from the “import” file. You can generally replace that step with a different operation, or by using a different method (for instance, the “create database” command previously mentioned.)
As a last resort, you could post here in a message the first few lines of the SQL file you are trying to import, and maybe we can help tell you where the problem lies. 
Good Luck!
–rlparker
