GoDaddy MySQL Hosting Database are not accessable outside GoDaddy's Server Farm

I been moving my websites to GoDaddy Hosting and I wanted to start using MySQL Database for one of my sites (thepharaohs.net).

I was able to create a database using the Hosting Contral Center, and Able to login to the DB using the MySQL Web interface. But i'm not able to connect to the database from my Computer...

After calling Custmer Support i was told that I can't... i would have to create my DB on my Computer then import it using the tools but i can't just connect to the MySQL Servers... BOOOOOOOO

Oh well.... i guess i'll have to install MySQL on my computer...