You need to check the security policies in your server and verify that the remote access is not blocked there. To view and edit the policy, Start >> Run >> secpol.msc (Hit enter)

i already did the things above, but i still get an error:
application attempted to perform an operation not allowed by the security policy. i already changed my .net to fulltrust but the error is still there.
could anybody help me? thanks!

I manage to get the remote database connection with my host (http://www.asphostcentral.com). I am currently hosting my SQL 2005 database with them and I am currently working with them to host my Reporting Service 2005 report.

This host actually configures another port on his database and this is something you can add on your article. Thank you.