Adding http alias is fine. It is the root of your server.

So I would assume that there is no local SQL Server Express installed on your host.

So what about asking your server?

Save the following lines as CheckIt.aspx inside your webserver and open it using http://bridge.daleburrell.com/checkit.aspx

<%@ Page Language="VB"%>
<%
Response.Write("Current Applicationpath: " & MapPath("~") & "<br>")
Response.Write("Setting of |DataDirectory|: " _
        & AppDomain.CurrentDomain.GetData("DataDirectory") )
%>