Hi guys,
If you are new to all these things and finding it difficult connecting to your SQL database, the following information might help you.

If you have an SQL database set up with your web host, a useful tip to know is how to connect to your SQL database via Enterprise Manager. The advantage of knowing how to do this is that you will be able to manage your SQL Server database via Enterprise Manager over TCP/IP, yourself.

You can obtain Enterprise Manager by downloading MSDE (Microsoft Data Engine) from http://msdn.microsoft.com/vstudio/msde/default.asp.

Before creating the connection to your SQL database ensure your web host has created an SQL user for you and also make sure you know the IP Address of the server your SQL database is located on.

When creating an SQL connection using SQL Server you will need to:

Configure the server alias

Create the SQL connection.

Configure the Server alias

Open SQL Server Client Network Utility.

When Client Network Utility opens, click on the Alias tab.

Click on the Add button.

In the Server Alias text box enter a name for your SQL connection.

Select TCP/IP under Network libraries

Enter the IP address of the Server your SQL database is located on, in the Server name text box.

Click on the OK button.

Your Server alias will now be configured, click on the Apply button.

Click on the OK button.

Create Connection

Open SQL Server Enterprise Manager

When Enterprise Manager opens, right click SQL Server Group and select New SQL Server Registration.

The Register SQL Server wizard will now open.

Click on the Next button.

From the Available Servers drop down menu, select the server alias you created earlier.

Click on the Add button.

The server should now be listed under Added servers, click on the Next button.

When the next dialog box appears select ‘The SQL Server login information that was assigned to me by the system administrator’ (see above).

Click on the Next button.

Enter your Login name and Password – this will be used every time you connect to your SQL server.

Click on the Next button.

Ensure that ‘Add the SQL Server(s) to an existing SQL Server group’ is selected and ‘SQL Server Group’ is selected for Group name.

Click on the Next button.

When the next dialog box opens you can click on the Finish button.

Your SQL Connection will now be created. :-)