You just need to supply some parameters. Easiest way is to create profile file .my.cnf if you use unix or you have to check whatever name for profile they use on PC. Something like this:
It has section [client] that is common for all mySQL programs and then separate section for each program.PHP Code:
You can supply all these parameters on command line too. In your case you probably need host. It's DNS name of the server or IP address. And may be you need to specify port too, if it uses some non standard port. But this I am not sure how. May be just to add something like :1234 to address.
And, BTW, if they don't have mySQL port firewalled, you can access it from any place on the Internet. At least my server provider has it open, and I can use mySQL from my home machine.