If you have shell access to the server via ssh, use ssh to tunnel the mysql protocol.
Here's what I do.
My laptop is running windows 2000. I use SecureShell from http://www.vandyke.com.
In the configuration for the connection to my server I have setup port forwarding for 3306.
When I want to connect SQLyog to the server there I connect to the server using ssh and then connect SQLyog to localhost port 3306.
This way I can remotely control my mysql server from any internet connection available.
Clear as mud?
=C=