I normally use SSH to import my database nowadays but before i used to just use the import feature in phpmyadmin, although it dont like large imports but you can split it down and import it in parts...
Theres 2 ways in phpmyadmin
- import the file as is (if not too big)
- Use the sql feature, Select the text from the file that you want and past in to the sql query box
Hope this helps a little