unable to connect asp.net application with godaddy.com sql server database

I have domain on the godaddy.com. I have create the database over there.I am able to connect to the database from godaddy.com site with specified user name and password. but when i am going to use same information in my connection string in my asp.net web application on local machine it is showing

"A network-related or instance-specific error occurred while establishing a connection 

to SQL Server. The server was not found or was not accessible. Verify that the instance

name is correct and that SQL Server is configured to allow remote connections. (provider:

Named Pipes Provider, error: 40 - Could not open a connection to SQL Server)"

This error. my connectionstring is :

<add 开发者_Python百科name="MyConnectionString" 
             connectionString="Data Source=myDataSource; Initial Catalog=MyDatabaseName; User ID=MyUserId; Password=MyPassword" providerName="System.Data.SqlClient" />

I have provided all required parameters to connection string here.I got this parameter information from godaddy.com database Description section.

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You can't do that, their SQL server don't accept external connections.

[EDIT] OK, it seems that my first sentence is incorrect, look here:

http://community.godaddy.com/help/article/4978

http://community.godaddy.com/groups/web-hosting/forum/topic/ms-sql-remote-access/

http://help.godaddy.com/article/4977