Install an online Database for editing at localhost

Hi !

I would like to know if someone has an answer in the matter of migrating an online WP database at a localhost, in my case, OSX 10.6.8 WP 331.
My problem is that every time I am trying to log in in the backend (as an admin) “something re-directs ” to the online backend.

Any clue on how to solve this ?
Thanks for any help !

LAO