How do I Import a Database?

[RonSanSolo]

I have a database on my GoDaddy shared hosting account that I need to import into my new server. I am completely new at this and I'm having no luck.

In my GoDaddy account, I exported the entire structure (incl. data) of the database using phpMyAdmin. I then created a new database on my server via Plesk 8. Opening the SQL window in phpMyAdmin, I click on the Import Files tab and tried importing the database that way; but, it's not working.

Can someone PLEASE tell me how I can successfully import/restore the database into my new server?

Thank you!!
Ron