proble with max_allowed_packet

[mahm]

I use phpmyadmin.

I am trying to put a large file into mysql. but I get this error "Got a packet bigger than 'max_allowed_packet'"

It went in sql part and typed:
set max_allowed_packet = 5000000;
As the result I recieved: "Your SQL-query has been executed successfully (Query took 0.0003 sec)". but again when I type: show variables like 'max%' ; I see the same amount of msx_allowed_packet.

I should say that I have no access to the server and I only have access through cpanel.

Thanks.