Please Help With A Very Frustrating Problem!

Hello, the last few days I have been having problems uploading a single database to my server.I uploaded my site and all of my access databases work fine and all pages work fine except for the ones that have anything to do with login controls.  In my site I have a database ASPNETDB.MDF, it is the defualt SQL database created to store membership information.  Now I am not sure why it is not working when I try to connect to it.  Here is the specific error I recieve when I try to use any login control:

An error has occurred while establishing a connection to the server.  When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections.

 

I have searched and searched the web to try to find an answer to this and have not been able to find a clear one.  Here is what I believe may be causing some of the problems.  Btw, I use Godaddy hosting.

1. Godaddy support told me that I cannot just upload the sql server file to any folder on the server.  They said it has to be on a specific server.  HOwever i do not understand this.  Doesnt an sql express connection allow me to use the database and access it just like my access databases already on my server?

2. Is my connection string in my web.config file correct? : 

add name="LoginConnectionString" connectionString="Data Source=.SQLEXPRESS;AttachDbFilename=|DataDirectory|ASPNETDB.MDF;Integrated Security=True;User Instance=True"

I read somewhere that I may need to include a password and username for the conection but where do I insert this and how do set a password and username up?

If you know anything that could possible help please let me know.  I have really put alot of time into my site and I dont want it to fail becuase of this.  Also, is it possible and easy enough for me to just change the defual so that it uses a access databse instead of sql. 

THANK YOU IN ADVANCE!

Greg