If the db isnt created yet, use phpmyadmin and create a new one, add the user to the db and set the passwd, then from a shell, type this and input the passwd when prompted, ill use root in this example, you can use either tho, the user & passwd you create in phpmyadmin for hte new db or simply use root & passwd as it does all.
mysql -uroot -p newdbname < /path/to/sql/file/here.sql [enter]
Oops, forgot your on a winblowz box, you will need to fire up mysql command line client and use it to import the db using cmd line.
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