database upload error

I am trying to migrate some sites, but phpmyadmin won't let me upload databases. I upload in bot compressed (tar.gz) or .sql (uncompressed) formats. I got the following error: Some help would be appreciated.
Thank you

Error
SQL query:

--
-- Table structure for table `ads`
--
DROP TABLE IF EXISTS `ads` ;


MySQL said:

#1046 - No database selected

Create the database first and then after you create it click on the database in the left side menu so that you are inside that database. Then inside there you will see import.

Database transfer successful

It works like a charm.
Thank you so much!