Importing database using myphp

I have downloaded my Word Press database to place it in my local server in order to update my site. All has gone well until I get to the stage for importing the database into localhost. i keep getting the following message:

--

-- Database: `holmgate1_newch`

--

-- --------------------------------------------------------

--

-- --------------------------------------------------------

--

-- Table structure for table `wpstg0_commentmeta`

--

CREATE TABLE `wpstg0_commentmeta` (

`meta_id` bigint(20) UNSIGNED NOT NULL,

`comment_id` bigint(20) UNSIGNED NOT NULL DEFAULT '0',

`meta_key` varchar(255) DEFAULT NULL,

`meta_value` longtext

) ENGINE=InnoDB DEFAULT CHARSET=utf8

MySQL said:

#1046 - No database selected

I have definitely selected the downloaded database and I get the same message every time, even though I have downloaded several copies of the DB.

Any help will be greatly appreciated.