Using My Sql Server Express 2005 Database On My Web Server

Hello,
 I appologie for asking what is possibly  very simple question, but here goes.
 I have been trying for a while to upload one of my database projects that I have created in Visual web developer to my web host. However every time I try and run the remote version I get the following error:
 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. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)
All I have done is create the database within the visual web developer environment itself and build the project using this datbase. The project works fine locally, but falls over remotely giving the error above. I am not trying to do anything to clever, just using a GridView and a standard connection.
I have tried to research this, and have identified that it may be because the conection is trying to use windows authentication on the remote server.
If this is the case how can I create a user name etc for my database in Visual web developer and use it on the remote web site?
If this is not the case can somebody please tell me that I am barking up the wrong tree and point me in the right direction?
Thanks