1: Do you have a valid login and password for the server you want to access?
2: Is that user setup for the host you are connecting from?
3: NO, of course you can't just download it to your computer. (Unless the server is currently on a windows box. If so and you set everything up EXACTLY like the server (path names, etc.) then you MAY be able to. (But if you are using InnoDB table types you chances are very slim)
=C=