You'll need to ask your host if they allow remote connections to your mysql databases and then they will need to set it up on their end. If you have root access to the machine, then the following command will be helpful:
GRANT SELECT, INSERT, UPDATE, DELETE, CREATE, DROP, INDEX, ALTER on database_name.* to user_name@'host_connecting_from' identified by 'password';
If you want to allow remote connections from anywhere with a username/password, replace host_connecting_from with '%'.