GoDaddy + SQL Connection String

I know this has to be answered somewhere, I just need to know, am I going crazy. I have a shared webhost account at Godaddy. My web config was working at one point, but now I am getting this error:

An error has occurred while establishing a connection to the server. When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)

Now, If I were to look at this, its telling me that it cannot locate the server I am trying to connect to. Below is my connection string and the address I am getting this from is in my information at godaddy. Tell me, is there something that I am doing wrong here?

<connectionStrings>

<addname="Personal"connectionString="Server=whsql-v20.prod.mesa1.secureserver.net;Database=azwd30;User ID=XXXXX;Password=XXXXX;Trusted_Connection=False"providerName="System.Data.SqlClient" />

<removename="LocalSqlServer"/>

<addname="LocalSqlServer"connectionString="Server=whsql-v20.prod.mesa1.secureserver.net;Database=azwd30;User ID=XXXX;Password=XXXXX;Trusted_Connection=False"providerName="System.Data.SqlClient" />

</connectionStrings>

With the same user name and password, I can access the database through Godaddy's site and see my records, and the address 'whsql-v20.prod.mesa1.secureserver.net' is the same as whats on Godaddy's SQL configuration page, the database name is the same, I have double, triple and spent hours checking all that could affect this... I may just be burnt out using Godaddy. It seems I fix one thing, then there is another thing, I fix that, then there is another. I talk to support, and they say, they dont support anything that they have in their sales page for what they offer. I'd rather get support to say somthing like: "You may want to go to google and press the I'm feeling Lucky button. It would be probably be faster and cheaper than using our department, or you can upgrade to our virtual server and have a little more control, not total control but a little more ... what do you say mr Chris?"

Well, I feel almost a little better venting here. Since I have been with GoDaddy, and I live in the same city where they host their servers, I have been in shambles wondering how they can offer all that they do in their sales pitch and then drop a ball and say, we dont support 90% of what you read in the beginning. It almost wants to make you put a huge NoDaddy.com sticker in your back window and drive around town all day in gas with the same money you give to them. Ok, now I am done venting, any Idea's anyone.?

1) Try this maybe?

connectionString="Data Source=whsql-v20.prod.mesa1.secureserver.net;Initial Catalog=azwd30;User ID=XXXX;Password=XXXXX;Persist Security Info=True;Trusted_Connection=True"

2) It has been a long time since i have used a shared hosting environment but I am unable to ping your SQL server. Maybe your server name is wrong? or maybe I wouldnt be able to see it from outside their network... If you are looking at a help page, that server name might just be GenericSampleFAQ-Server01. The actual name of your SQL is probably in an email they sent you.

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Thank you for your help, I really appreciate it. You are the man !!!