4 steps to implement
Set the position of the module to status.
Set the URL of your web hosts phpMyAdmin
(the default shows how most local phpMyadmin programs are accessed).
Determine which users can view/access the links.
Publish and save it.

Complete documentation on implementation available.

The phpMyAdmin link should now appear in the status bar at the top.

This module is a fork of the original JooMyAdminLite module for Joomla 1.5 from Matthias Krauser of schwarz.de.
I have converted it for Joomla 2.5