Can I connect directly from my PC/workstation to my MySQL database on the server?
For security reasons we block direct access to port 3306 (MySQL) but you can setup SSH tunneling from your PC to your shell account, and via that access the MySQL server. We do not provide support for this, but there are many excellent websites explaining how to set it up. Try for example http://www.mysql.com/doc/en/Windows_and_SSH.html.