To connect to SQL server 2005 remotely you have to download “SQL server 2005 management studio express edition” and install it. To install it the prerequisite is .NET framework 2.0 to be installed in the computer then only u can install the management studio.
First open the "SQL server management studio express” and provide your domain name or SQL Database Server IP address in Place of "Server Name". Choose Authentication as "Sql Server Authentication". Provide your database Username and Password.
Click connect to connect to your database.
When you have finished working click on Disconnect (File > Disconnect Object Explorer or Right Click on the Database Server name > then Disconnect) to exit from the Active connection.