Can’t access SQL database for Wordpress backup plugin

I have been trying to get the Wordpress plugin WP-DBManager to work with my Wordpress blog. I can’t configure it because I don’t know what the path names are to mysqldump and mysql. Tech support told me “Your web server and your database server are on physically different servers, and thus your database server is not accessible via a path.“ Has anyone encountered something similar to this? Do I just give up and try to find a different plugin? This is my Wordpress backup of choice. I am baffled that I can’t access mysql database unless I use phpmyadmin. Does anyone have a suggestion for Wordpress backup plugin that will work with myhosting.com