If you are trying to run a query through your admin cp, you need to make sure your userid is listed in the config.php file as a user allow to do queries:
PHP Code:
// ****** USERS WITH QUERY RUNNING PERMISSIONS ******
// The users specified here will be allowed to run queries from the control panel.
// See the above entries for more information on the format.
// Please note that the ability to run queries is quite powerful. You may wish
// to remove all user IDs from this list for security reasons.
$config['SpecialUsers']['canrunqueries'] = '';