It's most likely looking for a text file with a sequence of SQL commands. That's what a backup of a MySQL database is anyway. Fortunately, there's a utility that comes with MySQL that generates this file for you called mysqldump. Here's the command to use it:
mysqldump –-user
username –-password=
password databasename > data.sql
You should replace the values in italics with your info.
That command will dump everything from the
databasename you specify into the "data.sql" file. This is the text file you should try importing to your account on GoDaddy.
For a more detailed explanation, check out
this article. Hope that helps.