Connecting to an SQL server using Heidi SQL:
1. Download Heidi SQL from here http://www.heidisql.com/download.php (Click the big installer button).
2. Install the program to your computer.
3. Open the program, you will now be faced with a "session manager" window.
4. Fill in the details accordingly.
Network Type: MySQL (TCP/IP)
Hostname/IP: The IP address your game server is on
Prompt for credentials: Unticked
User: The username provided to you
Password: The password provided to you
Port: 3306 (unless specified)
Compressed client/server protocol: Unticked
Databases: Leave blank
Comment: Leave blank
5. Click open.
If after following this guide you still have issues, please raise a support ticket via your client area.