Well, I don't use phpMyAdmin. I just use the mysql command line tools, for the most part.
But MySQL SP's are indeed a pain in the ***.
Here's an example of how you could create one:
And good luck debugging MySQL SP's. I've got one that is about 3 pages long and it took me one full day just to debug the stupid thing. Mainly to find out that I had added an extra comma.
DROP PROCEDURE IF EXISTS add_user;
CREATE PROCEDURE add_user
-- Add a user and return the auto_number-generated user id
IN i_name VARCHAR(255),
IN i_email VARCHAR(255)
INSERT INTO site_users ( user_name, email )
VALUES ( i_name, i_email );