mysqldump made file that can't be imported

[Mike Levin]

I was using an Apple front end program called MailStewardPro to interface to a mail database kept by MySQL (running on a Linux box). I had a huge database (about 500,000 messages, 160 Gb total size) and at one point did a backup (export), which calls mysqldump to create a .sql file. Now that my hard drive has crashed, I reinstalled MySQL and need to import the file. I've done

mysql -u root -p --max_allowed_packet=500MB --default-character-set=utf8 -f < file.sql

and it says

"ERROR 1046 (#D000) at line ...: No database selected"

for each line in the database. It does allow importing of an older version of the database, but not this file. I hadn't moved the file since it was created, and I don't think it's damaged. Can someone please help me figure out how to import it - an exported backup file is useless if I can't get it back... What could be wrong? I'm a complete newb with SQL, I was hoping to just use the front end and tried the direct mysql import when the MailSteward Pro software complained about the file.