That's interesting .  Ive never hosted with GD before but as a co-founder of a hosting company, I know that they must provide you with access to your database.  Usually its in a form of an IP address.  You can then use a program like SQL Enterprise Manager to login remotely to access your database.  You sure nothing like this exists in your GD account?

-Mark

You need Enterprise Manager to connect:

Open up EM and right-click "Microsoft SQL Server"

    >New Server Groups

        >Create a name and click "OK"

            >Now right-click on your new server name and goto "New SQL Server Registration"

                >Next to "Server:" place the [SERVER NAME] or IP ADDRESS [12.34.567.89]

                      >Use SQL authentication and type in the username and pwd of your Database and hit "OK"

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Now you wrote : GoDaddy doesn't seem to allow remote connections.

This I find hard to believe.    Dotnetnuke would not run if this was the case.  To make it easier just open up your web.config file and use the inforamtion in your connection string to supply the info above.  (Server, DB usname, pwd)

Let me know how this works,

Thx

-Mark