Changing hosting of database

I am (after many, many days of frustration) going to host my databases on a VPS....

Hopefully it shouldn't matter if I host my site on one server and databases on a completely different server.

What file do I change in order to reflect the mysql changes?

Thanks.

So to be clear....I have installed software and database at one server, then I would like to move the database to another VPS host.

How do I go about this?

Ideally both would be on the vps unless you have a reason not to .....

If not point the installation to the database on the vps in the /inc/header.inc.php file

Also the vps must be set to enable remote connections.