Setting up server/recordset

Hopefully I can explain this and not confuse you guys:

I created from scratch in HTML, then realized I wanted to have PHP (and have
it access a MySQL server). On the "Application" tab from the side bar, I
followed all the steps, entering my remote servers' information. I click the
plus icon, select recordset, and go to the define connection > new, and get
hung up on the MySQL server.

As I said before, it is a remote server at domain www.atvpk.com, ftp is
ftp.atvpk.com, and in all the PHP scripts that I wrote before I got Dreamweaver
I just used localhost because the SQL database is on the same server as my
script.

At none of the addresses I put in was dreamweaver able to locate the database,
titled Thunderhawk. Is it because the admin of the server has disabled
something that would affect this process, or am I getting the site wrong, or
something else I don't know?