@pandapassport phpMyAdmin is pretty straight forward once you use it for a while.

How to Move WordPress Blog to New Domain or Location » My Digital Life
UPDATE wp_posts SET post_content = replace(post_content, 'http://www.old-domain.com', 'http://www.new-domain.com');

phpMinAdmin
phpMinAdmin is a MySQL management tool written in PHP. Conversely to phpMyAdmin, it consist of a single file ready to deploy to the target server. It's easier to install and has an easy-to-navigate GUI for most important MySQL functions.