There is a way, see this link: http://blog.nth-design.com/2009/02/25/creating-sp-in-phpmyadmin/
Quote from that link
2.Select a database to work with.
3.Open the SQL tab.
4.Select all of the SQL statements between the DELIMITER statements in your stored procedure script. Do not include the DELIMITER statements! Hereâ€™s what my example script should look like:
DROP PROCEDURE IF EXISTS spFoo $$
CREATE PROCEDURE spFoo ()
SELECT 'Foo' FROM DUAL;
5.In the delimiter field, just below the SQL editorâ€™s text area, enter $$ as your delimiter.
Why everybody tries to use a visual tool as console?!? There is an easyer way:
Go to your database, and look for "More"
Then this screen will show. If you have created any stored procedures, they will be listed
To add new one click "Add routine"
You can set a delimiter manually using delimiter $$, where $$ is your chosen delimiter. This works on my shared hosting with phpMyAdmin. You should remember to set it back to ; when you are finished.
Try to create/edit stored procedures and other MySQL objects with visual object editors in dbForge Studio for MySQL. The express edition is free.