Running a MySQL script in phpMyAcmin

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I am trying to help a friend with her website, which is on Yahoo. I went int=
o her phpMyAdmin, and got the message:
Your PHP MySQL library version 3.23.49 differs from your MySQL server versio=
n 4.1.14. This may cause unpredictable behavior.

Another message told me to run the script: mysql_fix_privilege_tables

I need some very basic information. I do not know where, how, or in what app=
lication I should run this script. It seems to me I should run it through ph=
pMyAdmin, but I'm not sure. Can anyone tell me how? Thanks

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