"Proxy Aware" remote SQL connection

I am attempting to make a connection to a remote MS SQL Server for the purpose of an online reporting system.  Our company currently has a GoDaddy hosting account and the connection script I use from our business will not work from the GoDaddy server.  Here was the response I recieved from Godaddy tech help:

"Applications that need to make https connections (port 443) will need to be made "proxy aware". This will require additional coding to varying degrees, depending on the application. You will need to know the ip address and port of the proxy server in order to correctly modify your code. The ip of the proxy server is 64.202.165.130 and connections will be made on port 3128."

Can someone supply me with a DSN-less connection string to accomodate this?
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CiceroBCAsked:
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WMIFCommented:
from your question, it sounds like you have an internal web server for testing.  you also have an internal db server that serves live data.  you want to have your web application hosted outside with godaddy, but it needs to connect to your db server which is inside.  is this all correct?
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CiceroBCAuthor Commented:
That is all correct.  Thanks for responding to my question WMIF.  Ideas?
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CiceroBCAuthor Commented:
The closest I've got is something like this, but I can't seem to get it to work:
"Driver={SQL Server};Server=MySQLServerAddress; Address=64.202.165.130, 3128; Network=dbmssocn; Database=MyDatabaseName; Uid=myUsername;Pwd=myPassword;"
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WMIFCommented:
well, you may need to talk to your network admin (if that isnt you).  this string should be pointing to your db servers external ip address and port.  he/you will need to punch a hole in the firewall so your web server can access it.  or is this proxy server on your network also?
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CiceroBCAuthor Commented:
Unfortunately, the proxy is on the hosting application side, with GoDaddy.  I have been able to connect to the internal DB from other outside sources, so I can only assume that the internal server that hosts the db has the appropriate firewall holes, but GoDaddy's hosting will only allow external server communication to travel through thier proxy and port.  The hosting application is only performing a "pull" of the data, and will not be sending information back to the internal server.  It appears that this whole fiasco is built around how GoDaddy requires connections to other servers.  What a pain!
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CiceroBCAuthor Commented:
Has anyone else had an issue similar to this, where the connection to the db server had to travel to a proxy server and port first before getting out into the ether where these servers exist?
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WMIFCommented:
hmm, that is an interesting setup.  ive never heard of having to go through a proxy server from the hosting side to get to a db.  if you point the connection string to the proxy server, how is that proxy server supposed to know the end point that you need to get to.  i think that maybe godaddy has misunderstood your question because i really dont think that a db connection can be made "proxy aware".
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WMIFCommented:
update?
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