Store Manager requires direct MySQL database connection. Most of hosting companies allow direct connections to MySQL database. However in most cases you have to go to your control panel and add your home/office computer IP address or domain name to Access List - list of IP addresses allowed to access MySQL port 3306 from outside. This option can be found under MySQL settings.

Feel free to ask your hosting support to assist you in enabling direct MySQL access, they must help you since it is trivial task.

If direct connections are not allowed there is another way - secure SSH connection. Actually SSH is a kind of tunnel between two computers - your and your server. Other connections can be established via SSH tunnel. Look here for more details about SSH. You can use SSH for MySQL as well as for FTP connections. See "Preferences" window, "SSH" page. The only info you need is SSH user name, password and remote port number - basically the same as for typical MySQL connection.

Note: SSH settings do not override MySQL settings. To connect to your database using SSH you must specify all required MySQL parameters as well as SSH.

If direct MySQL nor SSH connections are not possible PHP-MySQL bridge connection can be used.