Hi,
SQL Server has a feature called Linked Server, allows you to connect an external DB directly as a scheme on the server, allowing DB perform like a local DB. The configuration that must be done is to create the connection string, but by putting the traditional parameters, communication does not work. It is a windows 2008 server with SQL Server 2008 and also need to do it on a windows 2005 with SQL Server 2005.
Best Regards,