Sql Connection to Godaddy MSSQL Server

I have a GoDaddy web-hosting account.  They allow me to create a SQL Server 200 Database.  They have given me code for asp, however I am using asp.net w/vb.net codebehind.  The code that they have given me to connect to their database in asp is:
Dim oConn, oRs
Dim qry, connectstr
Dim db_name, db_username, db_userpassword
Dim db_server

db_server = "whsql01.mesa1.secureserver.net"
db_name = "your_dbname"
db_username = "your_dbusername"
db_userpassword = "your_dbpassword"

connectstr = "Driver={SQL Server};SERVER=" & db_server & ";DATABASE=" & db_name & ";UID=" & db_username & ";PWD=" & db_userpassword

Set oConn = Server.CreateObject("ADODB.Connection")
oConn.Open connectstr


My code in VB.NET is this:
dim dbname as string = "my database name"
dim db_username as string = "my user name"
dim dbpassword as string = "my password"
dim connec As New OleDbConnection("Provider=SQLOLEDB;Data Source=whsql01.mesa1.secureserver.net;Initial Catalog=" & dbname & ";User Id=" & db_username & ";Password=" & dbpassword)
connec.open()

I have also tried using OdbcConnection with the exact same string as their connectstr.  With both ways I get the error SQL Server not found or access denied.  I was wondering if anyone has a solution for this or experienced the same thing with GoDaddy?  Is there something different with the way asp connects as to the way asp.net does?  Any help would be appreciated.