need help on ADO.net connection string
Data Source=xx.xx.xx.xx;Initial Catalog=;Integrated Security="SSPI"
How are you connecting to SQL.  Do you use sql server authentication or windows authentication?  Once you know that, then if you use a DNS name or IP that will go to the server correctly, you have the instance name correct AND you have permissions on the account to access the server you can connect.
Heres a quick test.  From the system you are using to connect to your SQL Server with, can you open the SQL Server management studio and connect to the remote database.  If you can, tell me what settings you needed to do that, and I'll give you a connection string that will work.
I have to get the data from a User site. If I would work on their site, I would VPN and then remote into their server using username and password.
I thought getting data into my local machine than getting into their server where my work is not secured.
So, I thought of using Ironpython to get data from the remote server. 
So, I still VPN'd to their domain, but when I was using the ADO.net connection string to connect to their database, it does not work.
connection string:
Data Source=xx.xx.xx.xx;Initial Catalog=;User ID=;Password=;
and the error says:
login failed for 
Well, one thing to notice is: when  i remote into their server, I provide username and password once. Then when i log on to SQL Server, I dont have to provide username and password. It s windows authenticated. So, in the above connection string, I used the same username and password that I use while remoting in. I hope this gives an idea to ya'll what i might be missing. 
Help appreciated!!!