The MySQL hostname on most of our servers is localhost (with the exception on few reseller servers). You can always double check this information in your Members area -> List accounts -> Account details.
If you are trying to connect to MySQL from a remote location (for example from your computer), please use these instructions:
Use the IP address of your hosting account as your MySQL hostname. Your IP address can by found on the left hand column when you login to cPanel.
Please add your computer IP address to the cPanel -> Remote MySQL section. You can check the computer IP address at http://www.tracemyip.org/
Use either the MYSQL username / password that was created in cPanel -> MYSQL section, or your cPanel login details to connect to the database.