Followed this thread in the forum and downloaded the WP-DBManager for 1.5.2 from HERE. Thanks GamerZ for showing me the way.
Before trying this I have installed the famous plugin from Skippy. Now before trying this one I deactivated Skippy's.
Installation of GamerZ was easy and smooth then I downloaded the 3.1Mb sql file, which is a backup of this site, to desktop top. Following the instruction here in codex for Restoring your database I login into phpMyAdmin of my test site hosted by Yahoo.
Before I upload the file I saw below error.
I did try anyway but what I got was an 500 internal server error. So I can't proceed to Changing the site url.