first i'm not much professional in JAVA programming but if you mentioned a code how hard is it I'll understand it ...

I want to create a desktop application that is connected with an online database to insert/retrieve data from it ... I've searched a lot on google but no useful answer for this and most of people say that it's impossible cuz the host provider avoid external access while i'm using bluehost/godaddy there is Remote MySQL available in the control panel ... so external access is available !!

And othere's said that I have to use php script to retrieve the database link and write it in the java code but no useful links ...

if one of these solutions are true so how can I dot it ?? and if there's another solution i'd be glad if you shared with me !!

you can use create a web service for that. Build a data access object on your server, make it available via a web service, and access it from anywhere as long as you have internet.