Administration of SQL databases can be done in any number of ways; the easiest of these, however, is to use dedicated administration software.

To administer MySQL databases we recommend using MySQL Administrator and MySQL Query Browser. For more information on these, please see:
http://www.mysql.com/products/tools/administrator/
http://www.mysql.com/products/tools/query-browser/

For MS-SQL, we recommend using Microsoft SQL Server Management Studio Express. See:
http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=C243A5AE-4BD1-4E3D-94B8-5A0F62BF7796

Note that when connecting remotely to a MS SQL database, you should use port 8070.