connecting external mysql database with php

Is that p开发者_运维百科ossible to connect mysql database between servers. I mean, lets say i have 2 accounts on 2 different hosting service, one of them has database, and i want to connect it from other one with php.

When i try it, i get "Warning: mysql_connect() [function.mysql-connect]: Lost connection to MySQL server during query..."

my database is located on godaddy and i set it external access enabled.

Edit: I see it is possible but my host only allows connection via software;

"To use Direct Database Access to connect remotely to your shared hosting database, you need to download software that lets you connect to the database and manage it."

It's very possible.

Make sure the host that has your database allows for external connections and allows that username/password combination to access the database (Usually something set via mySQL's GRANT option)