If the computer you'll be accessing from has a static IP address (an IP that's always the same), you can create a new user that can only be used from that IP, e.g. on your Linode, log in to MySQL and do:
Code:
GRANT ALL PRIVILEGES ON database.* TO 'user_name'@'192.168.1.50' IDENTIFIED BY 'password';
Replace database, user_name (single-quote needed), and 192.168.1.50 (single quotes needed) as needed. The 'IDENTIFIED BY 'password'' bit is only needed if the database user you're using doesn't already exist (if he does, you don't need the 'IDENTIFIED BY' part since he already exists with a password, you're just giving the user permission to log in from IP address 192.168.1.50).
If your access computer's IP address is dynamic (it changes every so often), then doing this is a BAD idea.
Unfortunately, since I don't use Windows, I can't offer any other suggestions. phpMyAdmin can be a security risk, though it should be fine IF AND ONLY IF you use a very strong password for your databases root user and normal user, and you keep phpMyAdmin up to date, though if you're able to go through an ssh tunnel and you don't need to give database access to anybody else, the ssh tunnel would definitely be the best option.