Error Uploading Database

[theboxinghistorian]

Ive worked with XAMPP for a while but this is the first time I have tried to "Import" a database. I have in the past created databases in the phpmyadmin.

This time i am trying to Import an already created database so i can work on the site locally. When i Import the database then click Go, i get the following error.

Error
SQL query:

--
-- Database: `database name`
--
-- --------------------------------------------------------
--
-- Table structure for table `jos_advancedmodules`
--
CREATE TABLE IF NOT EXISTS `jos_advancedmodules` (

`moduleid` INT( 11 ) NOT NULL DEFAULT '0',
`params` TEXT NOT NULL ,
PRIMARY KEY ( `moduleid` )
) ENGINE = MYISAM DEFAULT CHARSET = utf8;

MySQL said:

#1046 - No database selected


ANY HELP OR ADVICE WOULD BE APPRECIATED