You will be able to connect database using SQL Server Management Studio. You will need to follow below steps
1. Open SQL Server Management Studio.
2. Connect to Server Window will pop up.
3. It will ask you to Select/Enter the following:
* Server Type: Database Engine
* Server Name: [The SQL server name OR IP address of SQL server]
* Authentication: SQL Server Authentication
* Login: [SQL 2005 Login username]
* Password: [SQL 2005 User Password]
4. Click connect button and you should be able to connect to the SQL 2005 server database residing on your hosting server