I wasn't able to connect doing as you suggested either. But come to think of it - I had purchased WA mySQL tutorial and wasn't able to make a connection with Query Browser either - I posted problem, and in the end got a response of "I can't help you on that - never heard of that"... or something along those lines, so I put it aside. Could it be something to do with my computer?? Or should I contact the host???
I'll probably research all of the above - but if you have any suggestions....