SET SQL_MODE="NO_AUTO_VALUE_ON_ZERO"; gives an error

I have problem with mysql database. I can't import a database from my friend. I need some help.

SET SQL_MODE="NO_AUTO_VALUE_ON_ZERO";
SET time_zone = "+00:00";

ERROR:

Unexpected beginning of statement. (near "phpMyAdmin" at position 0)
Unrecognized statement type. (near "SQL" at position 11)

#1064 - Something is wrong in your syntax obok 'phpMyAdmin SQL Dump
SET SQL_MODE="NO_AUTO_VALUE_ON_ZERO"' w linii 1