There is a way, see this link: http://blog.nth-design.com/2009/02/25/creating-sp-in-phpmyadmin/

Quote from that link
1.Open phpMyadmin.
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! Here’s what my example script should look like:

DROP PROCEDURE IF EXISTS spFoo $$
CREATE PROCEDURE spFoo ()
BEGIN
    SELECT 'Foo' FROM DUAL;
END $$

5.In the delimiter field, just below the SQL editor’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"

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Then this screen will show. If you have created any stored procedures, they will be listed

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To add new one click "Add routine"

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