I believe this option can be set only when starting the mysql daemon. I don't think you can do this via a query... atleast thats how it worked for me. So, you'll probably have to contact your host to do that.
Allow big result sets by saving all temporary sets on file.
It solves most 'table full' errors, but also slows down the
queries where in-memory tables would suffice. Since version
3.23.2 MySQL is able to solve it automaticaly by using
memory for small temporary tables and switching to disk
tables where necessary.