I am slightly confused over your question. Would you like to connect to the database from your computer, or from wein.heliohost.org?
If you wish to connect from your own computer, then go into 'Remote SQL' in cPanel and put a * or % in the box. Then use one of the below hosts, depending on which server you are on:
host: stevie.heliohost.org host: johnny.heliohost.org
If you wish to connect from our server, then enter:
host: localhost
This is because that you will be connecting from the server, and from the the servers point of view, the MySQL engine is on the same server, so localhost will do fine.