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brotherhood_of_LAN - 5:04 am on Jul 31, 2012 (gmt 0)
Is the remote server a server you own, is it on a shared host?
That info would help as the answer can depend on how much you are able to edit or view the config of mysql on the remote server.
It could be that mysql is on a non-standard port (it's usually 3306 and that's the port your mysql command would have tried to connect to)... or it may be the wrong IP.