You need to allow access from remote connections to your SQL Server.
By Default, Lunapages SQL servers are only accesable from Localhost.
Now if this application is going to be used from multiple sites (I.E. your going to use it at home, work, your frends house, ect and each one uses a diffrent provider) you may have better luck having your application access a PHP page on your server that then accesses the SQL Database. Otherwise you're going to need to open so many diffrent wildcard connections that it's not funny, nor secure.
FYI If you in just the debuging stage you may find it easer to just run a local MySQL Server, and use that for development, then use the lunarpages MySQL server after you get your code working.