I believe you need to set-up a mysql user on the mysql server that explicitly allows connections from the remote host. I don't think there is a way to do this through SiteMadeEasy, so you'll probably have to ask tech support to do it for you. Just tell them that you need to set-up a new user and specify the host you want to connect from, username, password and mysql permissions (you probably want full permissions).
Michael Coyne
seaturtle.org